26 citations · 44 across the 3 of their papers we have counts for
5 papers
Stein's method for steady-state diffusion approximations
Anton Braverman
Diffusion approximations have been a popular tool for performance analysis in queueing theory, with the main reason being tractability and computational efficiency. This dissertati…
Stein's method for steady-state diffusion approximations of systems
Anton Braverman, J. G. Dai
We consider queueing systems in steady state. We prove that the Wasserstein distance between the stationary distribution of the normalized system size process and that o…
Optimal Control of Brownian Inventory Models with Convex Inventory Cost: Discounted Cost Case
Jim Dai, Dacheng Yao
We consider an inventory system in which inventory level fluctuates as a Brownian motion in the absence of control. The inventory continuously accumulates cost at a rate that is a…
Optimal Control of Brownian Inventory Models with Convex Holding Cost: Average Cost Case
Jim Dai, Dacheng Yao
We consider an inventory system in which inventory level fluctuates as a Brownian motion in the absence of control. The inventory continuously accumulates cost at a rate that is a…
Positive recurrence of reflecting Brownian motion in three dimensions
Maury Bramson, J. G. Dai, J. M. Harrison
Consider a semimartingale reflecting Brownian motion (SRBM) whose state space is the -dimensional nonnegative orthant. The data for such a process are a drift vector , a…