Power grids, flexible manufacturing, cellular communications: interconnectedness has
consequences. This remarkable book gives the tools and philosophy you need to build …

After having worked in the domain of Gaussian queues for about a decade, we got the idea
to look at similar problems, but now in the context of Lévy-driven queues. That step felt as …

To alleviate the local computation demands from the ever-increasing computation-intensive
mobile applications, Mobile Edge Computing (MEC) has proved promising. Especially, by …

This paper solves exit problems for spectrally negative Markov additive processes and their
reflections. So-called scale matrix, which is a generalization of the scale function of a …

We consider the Skorokhod problem in a time-varying interval. We prove existence and
uniqueness of the solution. We also express the solution in terms of an explicit formula …

How to steer a given joint state probability density function to another over finite horizon
subject to a controlled stochastic dynamics with hard state (sample path) constraints? In …

We consider a GI/GI/1 queue with impatient customers in heavy traffic. We use the solution of
an approximating singular diffusion control problem to construct an admission control policy …

This paper presents a heavy-traffic analysis of the behavior of a single-server queue under
an Earliest-Deadline-First (EDF) scheduling policy in which customers have deadlines and …

We address a rate control problem associated with a single server Markovian queueing
system with customer abandonment in heavy traffic. The controller can choose a buffer size …

We study risk‐sharing equilibria with general convex costs on the agents' trading rates. For
an infinite‐horizon model with linear state dynamics and exogenous volatilities, we prove …