25 citations · 45 across the 2 of their papers we have counts for
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math.PR2007★ 25 cited
An invariance principle for semimartingale reflecting Brownian motions in domains with piecewise smooth boundaries
W. Kang, R. J. Williams
Semimartingale reflecting Brownian motions (SRBMs) living in the closures of domains with piecewise smooth boundaries are of interest in applied probability because of their role a…
math.PR2006★ 20 cited
Workload reduction of a generalized Brownian network
J. M. Harrison, R. J. Williams
We consider a dynamic control problem associated with a generalized Brownian network, the objective being to minimize expected discounted cost over an infinite planning horizon. In…