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Reversibility and stochastic networks
Kelly, F. P.
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1979
Persistent link: https://www.econbiz.de/10000005306
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Efficient advert assignment
Kelly, F. P.
;
Key, Peter
;
Walton, Neil
- In:
Operations research
64
(
2016
)
4
,
pp. 822-837
Persistent link: https://www.econbiz.de/10011538530
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A Markov model of a limit order book : thresholds, recurrence, and trading strategies
Kelly, F. P.
;
Yudovina, Elena
- In:
Mathematics of operations research
43
(
2018
)
1
,
pp. 181-203
Persistent link: https://www.econbiz.de/10011818741
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