activity
20102015
most citedMany-server diffusion limits for queues

102 citations · 143 across the 5 of their papers we have counts for

collaborators

5 papers

math.PR2015★ 4 cited

Diffusion approximation for efficiency-driven queues: A space-time scaling approach

Shuangchi He

Motivated by call center practice, we propose a tractable model for $\mbox{GI}/\mbox{GI}/n+\mbox{GI}$ queues in the efficiency-driven (ED) regime. We use a one-dimensional diffusio…

math.OC2015★ 29 cited

Optimal Ordering Policy for Inventory Systems with Quantity-Dependent Setup Costs

Shuangchi He, Dacheng Yao, Hanqin Zhang

We consider a continuous-review inventory system in which the setup cost of each order is a general function of the order quantity and the demand process is modeled as a Brownian m…

math.PR2013

A one-dimensional diffusion model for overloaded queues with customer abandonment

Shuangchi He

We use an Ornstein--Uhlenbeck (OU) process to approximate the queue length process in a queue. This one-dimensional diffusion model is able to produce accurate performa…

math.PR2011★ 8 cited

Many-server queues with customer abandonment: numerical analysis of their diffusion models

Shuangchi He, J. G. Dai

We use multidimensional diffusion processes to approximate the dynamics of a queue served by many parallel servers. The queue is served in the first-in-first-out (FIFO) order and t…

math.PR2010★ 102 cited

Many-server diffusion limits for queues

J. G. Dai, Shuangchi He, Tolga Tezcan

This paper studies many-server limits for multi-server queues that have a phase-type service time distribution and allow for customer abandonment. The first set of limit theorems i…