Diffusion approximation forGI/G/1 controlled queues

Probability and Measure.

PE, P. Billingsley · Journal of the American Statistical Association · 1996 · 6.7K citations

Natural Sciences, Mathematics, Derivatives +16

Markov Processes: Characterization and Convergence.

Andris Abakuks, S. N. Ethier, Thomas G. Kurtz · Biometrics · 1987 · 4.5K citations

Engineering, Mathematics, Probability Theory +16

Probability and Measure.

John Hawkes, P. Billingsley · Journal of the Royal Statistical Society Series A (General) · 1987 · 1.7K citations

Numerical Methods for Stochastic Control Problems in Continuous Time

Harold J. Kushner · SIAM Journal on Control and Optimization · 1990 · 1.5K citations

Engineering, Mathematics, Dynamical Systems +13

Brownian Motion and Stochastic Flow Systems.

J. F. C. Kingmán, J. Michael Harrison · Journal of the Royal Statistical Society Series D (The Statistician) · 1987 · 1.1K citations

Engineering, Industrial Engineering, Queuing Theory +15