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Optimal routing among ./M/1 queues with partial information
When routing dynamically randomly arriving messages, the controller of a high-speed communication network very often gets the information on the congestion state of... -
On the Relevance of Long-Range Dependence in Network Traffic
There is mounting experimental evidence that network traffic processes exhibit ubiquitous properties of self-similarity and long range dependence (LRD), i.e. of... -
Price Dynamics in a Markovian Limit Order Market
International audience -
Analysis of a last come first served queueing system with customer abandonment
International audience -
Optimal control of a production-inventory system with product returns
International audience
