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Publications in Management Science

Convex Hedging of Non-Superreplicable Claims in Discrete-Time Market Models

Mathematical Methods of Operations Research
Management ScienceSoftwareOperations ResearchMathematics
2014English

Large Deviations for the Total Queue Size in Non-Markovian Tandem Queues

Queueing Systems
StatisticsProbabilityManagement ScienceComputer Science ApplicationsMathematicsComputational TheoryOperations Research
2017English

Tactical Production Planning for Physical and Financial Flows of Supply Chain in a Multi-Site Context

4OR
MathematicsManagement ScienceManagement Information SystemsComputational TheoryOperations ResearchTheoretical Computer Science
2018English

The State-Dependent M / G / 1 Queue With Orbit

Queueing Systems
StatisticsProbabilityManagement ScienceComputer Science ApplicationsMathematicsComputational TheoryOperations Research
2018English

Perfect Sampling of a Single-Server Queue With Periodic Poisson Arrivals

Queueing Systems
StatisticsProbabilityManagement ScienceComputer Science ApplicationsMathematicsComputational TheoryOperations Research
2014English

Concave Switching in Single-Hop and Multihop Networks

Queueing Systems
StatisticsProbabilityManagement ScienceComputer Science ApplicationsMathematicsComputational TheoryOperations Research
2015English

Computational Bounds for Elevator Control Policies by Large Scale Linear Programming

Mathematical Methods of Operations Research
Management ScienceSoftwareOperations ResearchMathematics
2013English

Continuity and Monotonicity of Solutions to a Greedy Maximization Problem

Mathematical Methods of Operations Research
Management ScienceSoftwareOperations ResearchMathematics
2020English

An Optimal Reinsurance Problem in the Cramér–Lundberg Model

Mathematical Methods of Operations Research
Management ScienceSoftwareOperations ResearchMathematics
2016English

Analysis of Jackson Networks With Infinite Supply and Unreliable Nodes

Queueing Systems
StatisticsProbabilityManagement ScienceComputer Science ApplicationsMathematicsComputational TheoryOperations Research
2017English

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