Zobrazeno 1 - 10
of 130
pro vyhledávání: '"Reed, Josh"'
Autor:
Lakner, Peter, Reed, Josh
We consider the impulse control of Levy processes under the infinite horizon, discounted cost criterion. Our motivating example is the cash management problem in which a controller is charged a fixed plus proportional cost for adding to or withdrawin
Externí odkaz:
http://arxiv.org/abs/2206.04107
We study reflecting Brownian motion with drift constrained to a wedge in the plane. Our first set of results provide necessary and sufficient conditions for existence and uniqueness of a solution to the corresponding submartingale problem with drift,
Externí odkaz:
http://arxiv.org/abs/2204.10941
Autor:
Lakner, Peter, Reed, Josh
Publikováno v:
In Indagationes Mathematicae September 2023 34(5):1181-1205
Reflected Brownian motion (RBM) in a wedge is a 2-dimensional stochastic process Z whose state space in R^2 is given in polar coordinates by S={(r,theta): r >= 0, 0 <= theta <= xi} for some 0 < xi < 2 pi. Let alpha= (theta_1+theta_2)/xi, where -pi/2
Externí odkaz:
http://arxiv.org/abs/1605.02020
Autor:
Raoult, Vincent, Tosetto, Louise, Harvey, Courtney, Nelson, Tess M., Reed, Josh, Parikh, Aashi, Chan, Alysha J., Smith, Timothy M., Williamson, Jane E.
Publikováno v:
In Journal of Experimental Marine Biology and Ecology January 2020 522
We consider the following Markovian dynamic on point processes: at constant rate and with equal probability, either the rightmost atom of the current configuration is removed, or a new atom is added at a random distance from the rightmost atom. Inter
Externí odkaz:
http://arxiv.org/abs/1312.2340
Bandwidth-sharing networks as introduced by Massouli\'e & Roberts (1998) model the dynamic interaction among an evolving population of elastic flows competing for several links. With policies based on optimization procedures, such models are of inter
Externí odkaz:
http://arxiv.org/abs/1301.4360
Autor:
Puhalskii, Anatolii A., Reed, Josh E.
Publikováno v:
Annals of Applied Probability 2010, Vol. 20, No. 1, 129-195
We establish a heavy-traffic limit theorem on convergence in distribution for the number of customers in a many-server queue when the number of servers tends to infinity. No critical loading condition is assumed. Generally, the limit process does not
Externí odkaz:
http://arxiv.org/abs/1001.2163
Autor:
Reed, Josh
Publikováno v:
Annals of Applied Probability 2009, Vol. 19, No. 6, 2211-2269
In this paper, we study the $G/\mathit{GI}/N$ queue in the Halfin--Whitt regime. Our first result is to obtain a deterministic fluid limit for the properly centered and scaled number of customers in the system which may be used to provide a first-ord
Externí odkaz:
http://arxiv.org/abs/0912.2837
Autor:
Reed, Josh, Talreja, Rishi
Publikováno v:
Annals of Applied Probability 2015, Vol. 25, No. 3, 1420-1474
We study the $G/\mathit{GI}/\infty$ queue in heavy-traffic using tempered distribution-valued processes which track the age and residual service time of each customer in the system. In both cases, we use the continuous mapping theorem together with f
Externí odkaz:
http://arxiv.org/abs/0902.2236