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Research interests
Stochastic processes and queues. Gaussian processes - L´evy processes - asymptotic techniques - large deviations, large-buffer asymptotics, many-sources asymptotics -infiniteserver queues - fluid queues - fluid limits, diffusions.
Queueing models for communication networks. Models for wireline networks, IP - Feedback queues, TCP - Markov fluid models - long-range dependence, heavy tails, fractional Brownian motion, Gaussian traffic - loss networks - wireless networks, ad hoc networks - queues under various scheduling disciplines - diffusion approximations.
Stochastic simulation. Fast simulation - rare events - importance sampling - exponential change of measure - splitting techniques.
Traffic management. Quality of Service - service differentiation, generalized processor sharing - traffic management, resource allocation, admission control.
Traffic analysis. Traffic measurements - Gaussian modeling, fractional Brownian motion - model selection - anomaly detection - bandwidth provisioning, dimensioning -measurement-based algorithms.
Network economics. Charging and pricing in communication networks - bandwidth brokering - cost allocation models, resource allocation - congestion cost - Paris metro pricing.
Financial models. Insurance models - risk analysis - ruin probabilities - Cram´er-Lundberg theory - credit risk - L´evy-based models - Wiener-Hopf techniques - numerical inversion
Service systems. Performance and optimization of service systems - health care applications - staffing - appointment scheduling.
Stochastic processes and queues. Gaussian processes - L´evy processes - asymptotic techniques - large deviations, large-buffer asymptotics, many-sources asymptotics -infiniteserver queues - fluid queues - fluid limits, diffusions.
Queueing models for communication networks. Models for wireline networks, IP - Feedback queues, TCP - Markov fluid models - long-range dependence, heavy tails, fractional Brownian motion, Gaussian traffic - loss networks - wireless networks, ad hoc networks - queues under various scheduling disciplines - diffusion approximations.
Stochastic simulation. Fast simulation - rare events - importance sampling - exponential change of measure - splitting techniques.
Traffic management. Quality of Service - service differentiation, generalized processor sharing - traffic management, resource allocation, admission control.
Traffic analysis. Traffic measurements - Gaussian modeling, fractional Brownian motion - model selection - anomaly detection - bandwidth provisioning, dimensioning -measurement-based algorithms.
Network economics. Charging and pricing in communication networks - bandwidth brokering - cost allocation models, resource allocation - congestion cost - Paris metro pricing.
Financial models. Insurance models - risk analysis - ruin probabilities - Cram´er-Lundberg theory - credit risk - L´evy-based models - Wiener-Hopf techniques - numerical inversion
Service systems. Performance and optimization of service systems - health care applications - staffing - appointment scheduling.
Research Interests
Papers共 481 篇Author StatisticsCo-AuthorSimilar Experts
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JOURNAL OF MATHEMATICAL SOCIOLOGYno. 1 (2024): 1-41
CoRR (2024)
Cited0Views0EIBibtex
0
0
EUROPEAN JOURNAL OF OPERATIONAL RESEARCHno. 2 (2024): 605-626
RISKSno. 1 (2024): 5
European Journal of Operational Research (2024)
SCANDINAVIAN ACTUARIAL JOURNALno. 4 (2024): 301-328
Chaos (Woodbury, N.Y.)no. 6 (2024)
JOURNAL OF MATHEMATICAL SOCIOLOGYpp.1-55, (2024)
COMPUTERS & OPERATIONS RESEARCH (2024): 106437-106437
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