Admission decisions for loss systems accessed by multiple customer classes are a classical queueing control problem with a wide variety of applications. When a server is available, the decision is ...

We establish a central limit theorem and a large deviations principle for affine point processes, which are stochastic models of correlated event timing widely used in finance and economics. These ...

Approximate linear programs have been used extensively to approximately solve stochastic dynamic programs that suffer from the well-known curse of dimensionality. Due to canonical results establishing ...

The choice network revenue management model incorporates customer purchase behavior as probability of purchase as a function of the offered products and is appropriate for airline and hotel network ...