77 citations · 329 across the 29 of their papers we have counts for
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math.PR2022
Many-Server Queueing Systems with Heterogeneous Strategic Servers in Heavy Traffic
Burak Büke, Goncalo dos Reis, Vadim Platonov
In most service systems, the servers are humans who desire to experience a certain level of idleness. In call centers, this manifests itself as the call avoidance behavior, where s…
math.PR2022
Euler simulation of interacting particle systems and McKean-Vlasov SDEs with fully superlinear growth drifts in space and interaction
Xingyuan Chen, Goncalo dos Reis
We consider in this work the convergence of a split-step Euler type scheme (SSM) for the numerical simulation of interacting particle Stochastic Differential Equation (SDE) systems…
math.PR2022★ 1 cited
An explicit Milstein-type scheme for interacting particle systems and McKean--Vlasov SDEs with common noise and non-differentiable drift coefficients
Sani Biswas, Chaman Kumar, Neelima +2
We propose an explicit drift-randomised Milstein scheme for both McKean--Vlasov stochastic differential equations and associated high-dimensional interacting particle systems with…