large deviations 1queueing theory 1scheduled arrival processes 1stochastic processes 1workload analysis 1
From the 1 of 3 linked papers with an AI index.
3 papers
math.PR2026
Sample-path Large deviations for Scheduled Arrival Processes with Unpunctuality
Serena Della Corte, Michel Mandjes
The paper analyzes a counting process where scheduled arrival times are randomly perturbed, proving a sample‑path large deviations principle for its empirical mean and applying the…
math.AP2025
A Strict Comparison Principle for Integro-Differential Hamilton-Jacobi-Bellman Equations on Domains with Boundary
Serena Della Corte, Fabian Fuchs, Richard C. Kraaij +1
This work provides a comparison principle for viscosity solutions to boundary value problems on (partially) bounded, cylindrical spaces. The comparison principle is based on a test…
math.AP2024
A comparison principle based on couplings of partial integro-differential operators
Serena Della Corte, Fabian Fuchs, Richard C. Kraaij +1
This paper is concerned with a comparison principle for viscosity solutions to Hamilton-Jacobi (HJ), -Bellman (HJB), and -Isaacs (HJI) equations for general classes of partial inte…