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A Poisson limit for the departure process from a queue with many busy servers

Whitt, Ward - In: Operations research letters 44 (2016) 5, pp. 602-606

Persistent link: https://www.econbiz.de/10011596493

Continuous-Time Markov Chain Models to Estimate the Premium for Extended Hedge Fund Lockups

Park, Kun Soo - 2012

A lockup period for investment in a hedge-fund is a time period after making the investment during which an investor cannot freely redeem his investment. Since longer lockup periods have recently been imposed, it is important to estimate the premium an investor should expect from extended...

Persistent link: https://www.econbiz.de/10013097720

Continuous-time Markov chain models to estimate the premium for extended hedge fund lockups

Park, Kun Soo; Whitt, Ward - In: Including special section: behavioral considerations in …, (pp. 357-379). 2013

Persistent link: https://www.econbiz.de/10010232509

Algorithms for time-varying networks of many-server fluid queues

Liu, Yunan; Whitt, Ward - In: INFORMS journal on computing : JOC 26 (2014) 1, pp. 59-73

Persistent link: https://www.econbiz.de/10010344161

Responding to unexpected overloads in large-scale service systems

Perry, Ohad; Whitt, Ward - In: Management science : journal of the Institute for … 55 (2009) 8, pp. 1353-1367

Persistent link: https://www.econbiz.de/10003885438

Time-varying robust queueing

Whitt, Ward; You, Wei - In: Operations research 67 (2019) 6, pp. 1766-1782

Persistent link: https://www.econbiz.de/10012146931

On Gaussian Markov processes and Polya processes

Fendick, Kerry; Whitt, Ward - In: Operations research letters : a journal of INFORMS … 52 (2024), pp. 1-5

Persistent link: https://www.econbiz.de/10015049109