Mingrui Wang

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math.PR2025

Fluid Limits for Time-Varying Many-Server Queues with Finite Capacity

Mingrui Wang, Prakash Chakraborty

This paper develops fluid limits for nonstationary many-server loss systems with general service-time distributions. For the zero-buffer $M_{t} / G / n / n$ queuing model, we prove a funct…

math.PR2025

$N$ -Player Stochastic Differential Games with Regime Switching and Mean Field Convergence

Mingrui Wang, Prakash Chakraborty

In this study, we investigate $N$ -player stochastic differential games with regime switching, where the player dynamics are modulated by a finite-state Markov chain. We analyze the…

Fluid Limits for Time-Varying Many-Server Queues with Finite Capacity

N-Player Stochastic Differential Games with Regime Switching and Mean Field Convergence

$N$ -Player Stochastic Differential Games with Regime Switching and Mean Field Convergence