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05/20/2022
Input estimation from discrete workload observations in a Lévy-driven storage system
We consider the estimation of the characteristic exponent of the input t...
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05/07/2020
Estimating customer impatience in a service system with balking
This paper studies a service system in which arriving customers are prov...
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12/05/2019
Hypothesis testing for a Lévy-driven storage system by Poisson sampling
This paper focuses hypothesis testing for the input of a Lévy-driven sto...
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04/05/2019
Rare Event Simulation for Steady-State Probabilities via Recurrency Cycles
We develop a new algorithm for the estimation of rare event probabilitie...
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12/04/2018
Performance of the smallest-variance-first rule in appointment sequencing
A classical problem in appointment scheduling, with applications in heal...
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07/17/2018
Continuous Assortment Optimization with Logit Choice Probabilities under Incomplete Information
We consider assortment optimization in relation to a product for which a...
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02/26/2018
Estimation of Local Degree Distributions via Local Weighted Averaging and Monte Carlo Cross-Validation
Owing to their capability of summarising interactions between elements o...
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11/08/2017