most citedOptimal control of a stochastic network driven by a fractional Brownian motion input

2 citations · 4 across the 2 of their papers we have counts for

collaborators

2 papers

math.OC2021★ 2 cited

Admission Control for Double-ended Queues

Xin Liu, Ananda Weerasinghe

We consider a controlled double-ended queue consisting of two classes of customers, labeled sellers and buyers. The sellers and buyers arrive in a trading market according to two i…

math.PR2008★ 2 cited

Optimal control of a stochastic network driven by a fractional Brownian motion input

Arka P. Ghosh, Alexander Roitershtein, Ananda Weerasinghe

We consider a stochastic control model driven by a fractional Brownian motion. This model is a formal approximation to a queueing network with an on-off input process. We study sto…