We consider a call center model with m input flows and r pools of agents; the m-vector \lambda of instantaneous arrival rates is allowed to be time dependent and to vary stochastically. Seeking to optimize the trade-off between personnel costs and abandonment penalties, we develop and illustrate...

Generalizing earlier work on staffing and routing in telephone call centers, we consider a processing network model with large server pools and doubly stochastic input flows. In this model the processing of a job may involve several distinct operations. Alternative processing modes are also...

An individual is said to be potentially miscalibrated if he is not sure whether his future subjective probability assessments will agree with observed frequency. Alternately, the individual is said to be uncertain about his own calibration. It is argued that such a person will never perceive any...

This paper develops a general stochastic model of a frictionless security market with continuous trading. The vector price process is given by a semimartingale of a certain class, and the general stochastic integral is used to represent capital gains. Within the framework of this model, we...