3 citations · 3 across the 8 of their papers we have counts for
8 papers
Well-posedness and regularity of mean-field backward doubly stochastic Volterra integral equations and applications to dynamic risk measures
Bixuan Yang, Jinbiao Wu, Tiexin Guo
In this paper, the theory of mean-field backward doubly stochastic Volterra integral equations (MF-BDSVIEs) is studied. First, we derive the well-posedness of M-solutions to MFBDSV…
Stochastic viscosity solutions for stochastic integral-partial differential equations and singular stochastic control
Jinbiao Wu
In this article, we mainly study stochastic viscosity solutions for a class of semilinear stochastic integral-partial differential equations (SIPDEs). We investigate a new class of…
Optimal Control of a Levy Inventory System: The Optimality of Control Band Policy
Jinbiao Wu, Haolin Feng, Dacheng Yao
We consider an inventory system whose state is modeled by a Lévy process. There are two types of costs--the running costs and the inventory control costs. The running costs (also k…
Lévy-driven Fluid Queue with Server Breakdowns and Vacations
Jinbiao Wu, Zaiming Liu, Yi Peng
In this paper, we consider a Lévy-driven fluid queueing system where the server may subject to breakdowns and repairs. In addition, the server will leave for a vacation each time w…
On the BMAP_1, BMAP_2/PH/g, c retrial queueing system
Jinbiao Wu, Yi Peng, Zaiming Liu
In this paper, we analyze a retrial queueing system with Batch Markovian Arrival Processes and two types of customers. The rate of individual repeated attempts from the orbit is mo…
A two-queue Markovian polling system with two priority levels in the first queue
Yuqing Chu, Zaiming Liu, Jinbiao Wu
In this paper, we deal with a two-queue polling system attended by a single server. The server visits the queues according to a Markovian routing mechnism. There are two-class cust…
Heavy-traffic Asymptotics of Priority Polling System with Threshold Service Policy
Zaiming Liu, Yuqing Chu, Jinbiao Wu
In this paper, by the singular-perturbation technique, we investigate the heavy-traffic behavior of a priority polling system consisting of three M/M/1 queues with threshold policy…
Analysis of the equilibrium strategies in the Geo/Geo/1 queue with multiple working vacations
Yang Bixuan, Hou Zhenting, Wu Jinbiao +1
This paper studies the equilibrium behavior of customers in the Geo/Geo/1 queueing system with multiple working vacations. The arriving customers decide whether to join or to balk…