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Results: 1-7 |
Results: 7
Brownian models of open processing networks: canonical representation of workload
Authors: Harrison, J. Michael
Citation: Harrison, J. Michael, Brownian models of open processing networks: canonical representation of workload, Annals of applied probability , 10(1), 2000, pp. 75-103
Correction: Brownian models of open processing networks: canonical representation of workload
Authors: Harrison, J. Michael
Citation: Harrison, J. Michael, Correction: Brownian models of open processing networks: canonical representation of workload, Annals of applied probability , 13(1), 2003, pp. 390-393
Arbitrage Pricing of Russian Options and Perpetual Lookback Options
Authors: Duffie, J. Darrell Harrison, J. Michael
Citation: Duffie, J. Darrell et Harrison, J. Michael, Arbitrage Pricing of Russian Options and Perpetual Lookback Options, Annals of applied probability , 3(3), 1993, pp. 641-651
Dynamic control of Brownian networks: state space collapse and equivalent workload formulations
Authors: Harrison, J. Michael Mieghem, Jan A. Van
Citation: Harrison, J. Michael et Mieghem, Jan A. Van, Dynamic control of Brownian networks: state space collapse and equivalent workload formulations, Annals of applied probability , 7(3), 1997, pp. 747-771
Heavy traffic analysis of a system with parallel servers: asymptotic optimality of discrete-review policies
Authors: Harrison, J. Michael
Citation: Harrison, J. Michael, Heavy traffic analysis of a system with parallel servers: asymptotic optimality of discrete-review policies, Annals of applied probability , 8(3), 1998, pp. 822-848
A broader view of Brownian networks
Authors: Harrison, J. Michael
Citation: Harrison, J. Michael, A broader view of Brownian networks, Annals of applied probability , 13(3), 2003, pp. 1119-1150
Correction: Brownian models of open processing networks: canonical representation of workload
Authors: Harrison, J. Michael
Citation: Harrison, J. Michael, Correction: Brownian models of open processing networks: canonical representation of workload, Annals of applied probability , 16(3), 2006, pp. 1703-1732
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