21 citations · 21 across the 5 of their papers we have counts for
5 papers
Gaussian Limits for Scheduled Traffic with Super-Heavy Tailed Perturbations
Victor F. Araman, Peter W. Glynn
A scheduled arrival model is one in which customers are scheduled to arrive at constant interarrival times, but each customer actual arrival time is perturbed from her scheduled ar…
Stability of a Queue Fed by Scheduled Traffic at Critical Loading
Victor F. Araman, Peter W. Glynn
Consider the workload process for a single server queue with deterministic service times in which customers arrive according to a scheduled traffic process. A scheduled arrival seq…
Diffusion Approximations for a Class of Sequential Testing Problems
Victor F. Araman, Rene Caldentey
We consider a decision maker who must choose an action in order to maximize a reward function that depends also on an unknown parameter Θ. The decision maker can delay taking the a…
Intertemporal Price Discrimination with Time-Varying Valuations
Araman Victor, Fayad Bassam
A firm that sells a non perishable product considers intertemporal price discrimination in the objective of maximizing its long-run average revenue. We consider a general model of…
Tail asymptotics for the maximum of perturbed random walk
Victor F. Araman, Peter W. Glynn
Consider a random walk that is ``perturbed'' by a stationary sequence to produce the process . This paper is concerned with comp…