24 citations · 31 across the 4 of their papers we have counts for
5 papers
An M/M/c queue with queueing-time dependent service rates
Bernardo D'Auria, Ivo J. B. F. Adan, René Bekker +1
Recent studies indicate that in many situations service times are affected by the experienced queueing delay of the particular customer. This effect has been detected in different…
On First Come, First Served Queues with Two Classes of Impatient Customers
Ivo Adan, Brett Hathaway, Vidyadhar G. Kulkarni
We study systems with two classes of impatient customers who differ across the classes in their distribution of service times and patience times. The customers are served on a firs…
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…
The snowball effect of customer slowdown in critical many-server systems
Jori Selen, Ivo Adan, Vidyadhar Kulkarni +1
Customer slowdown describes the phenomenon that a customer's service requirement increases with experienced delay. In healthcare settings, there is substantial empirical evidence f…
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…