1 citations · 1 across the 3 of their papers we have counts for
3 papers
math.OC2024
Asymptotically Optimal Appointment Scheduling in the Presence of Patient Unpunctuality
Nikolai Lipscomb, Xin Liu, Vidyadhar G. Kulkarni
We consider the optimal appointment scheduling problem that incorporates patients' unpunctual behavior, where the unpunctuality is assumed to be time dependent, but additive. Our g…
q-fin.TR2015
A Stochastic Model of Order Book Dynamics using Bouncing Geometric Brownian Motions
Xin Liu, Qi Gong, Vidyadhar G. Kulkarni
We consider a limit order book, where buyers and sellers register to trade a security at specific prices. The largest price buyers on the book are willing to offer is called the ma…
math.PR2014★ 1 cited
Diffusion Models for Double-ended Queues with Renewal Arrival Processes
Xin Liu, Qi Gong, Vidyadhar G. Kulkarni
We study a double-ended queue where buyers and sellers arrive to conduct trades. When there is a pair of buyer and seller in the system, they immediately transact a trade and leave…