D. Goldberg

activity

20082018

GI / GI / n

queue in the Halfin-Whitt regime

46 citations · 158 across the 15 of their papers we have counts for

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2 papers · 1 filter

math.PR2018★ 4 cited

Polynomial time algorithm for optimal stopping with fixed accuracy

David A. Goldberg, Yilun Chen

The problem of high-dimensional path-dependent optimal stopping (OS) is important to multiple academic communities and applications. Modern OS tasks often have a large number of de…

math.PR2018

Large deviations analysis for the $M / H_{2} / n + M$ queue in the Halfin-Whitt regime

David A. Goldberg, Debankur Mukherjee, Yuan Li

We consider the FCFS $M / H_{2} / n + M$ queue in the Halfin-Whitt heavy traffic regime. It is known that the normalized sequence of steady-state queue length distributions is tight and…

Polynomial time algorithm for optimal stopping with fixed accuracy

Large deviations analysis for the M/H2​/n+M queue in the Halfin-Whitt regime

Large deviations analysis for the $M / H_{2} / n + M$ queue in the Halfin-Whitt regime