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Operations research letters
European journal of operational research : EJOR
34
European Journal of Operational Research
25
Physica A: Statistical Mechanics and its Applications
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Stochastic Processes and their Applications
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ECONIS (ZBW)
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Asymptotics of the area under the graph of a Lévy-driven workload process
Blanchet, J.
;
Mandjes, Michel
- In:
Operations research letters
41
(
2013
)
6
,
pp. 730-736
Persistent link: https://www.econbiz.de/10010236009
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2
A first passage time problem for spectrally positive Lévy processes and its application to a dynamic priority queue
Sarhangian, Vahid
;
Balcıog˜lu, Barış
- In:
Operations research letters
41
(
2013
)
6
,
pp. 659-663
Persistent link: https://www.econbiz.de/10010236055
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3
On sample average approximation algorithms for determining the optimal importance sampling parameters in pricing financial derivatives on Lévy processes
Jiang, Guangxin
;
Xu, Chenglong
;
Fu, Michael
- In:
Operations research letters
44
(
2016
)
1
,
pp. 44-49
Persistent link: https://www.econbiz.de/10011455555
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4
On supremum-norm cost games
Meca, Ana
;
Sošić, Greys
- In:
Operations research letters
44
(
2016
)
1
,
pp. 54-58
Persistent link: https://www.econbiz.de/10011455558
Saved in:
5
Lowest priority waiting time distribution in an accumulating priority Lévy queue
Kella, Offer
;
Ravner, Liron
- In:
Operations research letters
45
(
2017
)
1
,
pp. 40-45
Persistent link: https://www.econbiz.de/10011687127
Saved in:
6
Max-weight scheduling across multiple timescales
Squillante, Mark S.
;
Ven, Peter M. van de
- In:
Operations research letters
46
(
2018
)
2
,
pp. 245-250
Persistent link: https://www.econbiz.de/10011824904
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