메뉴 건너뛰기




Volumn 115, Issue 2, 1999, Pages 197-236

Convex duality and the Skorokhod Problem. II

Author keywords

[No Author keywords available]

Indexed keywords


EID: 0033438733     PISSN: 01788051     EISSN: None     Source Type: Journal    
DOI: 10.1007/s004400050270     Document Type: Article
Times cited : (37)

References (19)
  • 2
    • 0033308738 scopus 로고    scopus 로고
    • Necessary and sufficient conditions for the stability of constrained processes
    • A. Buddhiraja and P. Dupuis. Necessary and sufficient conditions for the stability of constrained processes. To appear in SIAM J. on Appl. Math.
    • SIAM J. on Appl. Math.
    • Buddhiraja, A.1    Dupuis, P.2
  • 3
    • 0039508333 scopus 로고
    • Invariant sets for collections of oblique projections
    • University of Massachusetts
    • P. Dupuis and H. Ishii. Invariant sets for collections of oblique projections. Technical Report, University of Massachusetts, 1991.
    • (1991) Technical Report
    • Dupuis, P.1    Ishii, H.2
  • 4
    • 0001985427 scopus 로고
    • On Lipschitz continuity of the solution mapping to the Skorokhod problem, with applications
    • P. Dupuis and H. Ishii. On Lipschitz continuity of the solution mapping to the Skorokhod problem, with applications. Stochastics, 35:31-62, 1991.
    • (1991) Stochastics , vol.35 , pp. 31-62
    • Dupuis, P.1    Ishii, H.2
  • 5
    • 0032396011 scopus 로고    scopus 로고
    • A Skorokhod problem formulation and large deviation analysis of a processor sharing model
    • P. Dupuis and K. Ramanan. A Skorokhod problem formulation and large deviation analysis of a processor sharing model. Queueing Systems, 28:109-124, 1998.
    • (1998) Queueing Systems , vol.28 , pp. 109-124
    • Dupuis, P.1    Ramanan, K.2
  • 7
    • 0009172160 scopus 로고    scopus 로고
    • Convex duality and the Skorokhod Problem
    • Brown University
    • P. Dupuis and K. Ramanan. Convex duality and the Skorokhod Problem. LCDS Technical Report 97-1, Brown University, 1997.
    • (1997) LCDS Technical Report 97-1
    • Dupuis, P.1    Ramanan, K.2
  • 8
    • 0000585232 scopus 로고
    • Reflected Brownian motion on an orthant
    • J. M. Harrison and M. I. Reiman. Reflected Brownian motion on an orthant. Ann. of Prob., 9:302-308, 1981.
    • (1981) Ann. of Prob. , vol.9 , pp. 302-308
    • Harrison, J.M.1    Reiman, M.I.2
  • 10
    • 0040310326 scopus 로고    scopus 로고
    • Large deviations for queue lengths at a multi-buffered resource
    • BRIMS, Hewlett-Packard Labs, Bristol, England
    • N.O'Connell. Large deviations for queue lengths at a multi-buffered resource. Technical report HPL-BRIMS 96-010, BRIMS, Hewlett-Packard Labs, Bristol, England, 1996.
    • (1996) Technical Report HPL-BRIMS 96-010
    • O'Connell, N.1
  • 11
    • 0028407068 scopus 로고
    • A generalized processor sharing approach to flow control in integrated services networks: The multiple node case
    • A. K. Parekh and R. G. Gallager. A generalized processor sharing approach to flow control in integrated services networks: the multiple node case. IEEE/ACM Transaction on Networking, 2:137-150, 1993.
    • (1993) IEEE/ACM Transaction on Networking , vol.2 , pp. 137-150
    • Parekh, A.K.1    Gallager, R.G.2
  • 13
    • 0002816593 scopus 로고
    • Diffusion approximations for networks of queues with multiple customer types
    • W. P. Peterson. Diffusion approximations for networks of queues with multiple customer types. Math. of Oper. Res., 9:90-118, 1991.
    • (1991) Math. of Oper. Res. , vol.9 , pp. 90-118
    • Peterson, W.P.1
  • 14
    • 0021481522 scopus 로고
    • Open queueing networks in heavy traffic
    • M. I. Reiman. Open queueing networks in heavy traffic. Math. of Oper. Res., 9:441-458, 1984.
    • (1984) Math. of Oper. Res. , vol.9 , pp. 441-458
    • Reiman, M.I.1
  • 15
    • 0004267646 scopus 로고
    • Princeton University Press, Princeton
    • R. T. Rockafellar. Convex Analysis. Princeton University Press, Princeton, 1970.
    • (1970) Convex Analysis
    • Rockafellar, R.T.1
  • 16
    • 0001379748 scopus 로고
    • Stochastic equations for diffusions in a bounded region
    • A. V. Skorokhod. Stochastic equations for diffusions in a bounded region. Theor. of Prob. and its Appl., 6:264-274, 1961.
    • (1961) Theor. of Prob. and Its Appl. , vol.6 , pp. 264-274
    • Skorokhod, A.V.1
  • 17
    • 0000590831 scopus 로고
    • Discrete dynamic programming with sensitive discount optimality criteria
    • A. F. Veinott Jr. Discrete dynamic programming with sensitive discount optimality criteria. Ann. Math. Statist., 40:1635-1660, 1969.
    • (1969) Ann. Math. Statist. , vol.40 , pp. 1635-1660
    • Veinott A.F., Jr.1
  • 18
    • 0001595877 scopus 로고
    • Semimartingale reflecting Brownian motions in an orthant
    • IMA Volumes in Mathematics and Its Applications, F. P. Kelley and R. J. Williams, editors
    • R. J. Williams. Semimartingale reflecting Brownian motions in an orthant. Stochastic Networks, IMA Volumes in Mathematics and Its Applications, F. P. Kelley and R. J. Williams, editors, 125-137, 1995.
    • (1995) Stochastic Networks , pp. 125-137
    • Williams, R.J.1
  • 19
    • 0029358794 scopus 로고
    • Statistical analysis of the generalized processor sharing scheduling discipline
    • Z. L. Zhang, D. Towsley, and J. Kurose. Statistical analysis of the generalized processor sharing scheduling discipline. IEEE J. on Selected Areas in Communications, 13:1071-1080, 1995.
    • (1995) IEEE J. on Selected Areas in Communications , vol.13 , pp. 1071-1080
    • Zhang, Z.L.1    Towsley, D.2    Kurose, J.3


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.