2 citations · 3 across the 6 of their papers we have counts for
6 papers
Admission Control for Double-ended Queues
Xin Liu, Ananda Weerasinghe
We consider a controlled double-ended queue consisting of two classes of customers, labeled sellers and buyers. The sellers and buyers arrive in a trading market according to two i…
Splitting Algorithms for Rare Events of Semimartingale Reflecting Brownian motions
Kevin Leder, Xin Liu, Zicheng Wang
We study rare event simulations of semimartingale reflecting Brownian motions (SRBMs) in an orthant. The rare event of interest is that a -dimensional positive recurrent SRBM en…
Approximation Methods for Analyzing Multiscale Stochastic Vector-borne Epidemic Models
Xin Liu, Anuj Mubayi, Dominik Reinhold +1
Stochastic epidemic models, generally more realistic than deterministic counterparts, have often been seen too complex for rigorous mathematical analysis because of level of detail…
Diffusion Approximations for Double-ended Queues with Reneging in Heavy Traffic
Xin Liu
We study a double-ended queue which consists of two classes of customers. Whenever there is a pair of customers from both classes, they are matched and leave the system immediately…
Construction of Asymptotically Optimal Control for a Stochastic Network from a Free Boundary Problem
Amarjit Budhiraja, Xin Liu, Subhamay Saha
An asymptotic framework for optimal control of multiclass stochastic processing networks, using formal diffusion approximations under suitable temporal and spatial scaling, by Brow…
Dynamic Scheduling for Markov Modulated Single-server Multiclass Queueing Systems in Heavy Traffic
Amarjit Budhiraja, Arka Ghosh, Xin Liu
This paper studies a scheduling control problem for a single-server multiclass queueing network in heavy traffic, operating in a changing environment. The changing environment is m…