Stationary distribution convergence for generalized Jackson networks in heavy traffic. Zbl 1214.60013
Budhiraja, Amarjit; Lee, Chihoon |
|
2009
|
Single-transform formulas for pricing Asian options in a general approximation framework under Markov processes. Zbl 1403.91336
Cui, Zhenyu; Lee, Chihoon; Liu, Yanchu |
|
2018
|
Long time asymptotics for constrained diffusions in polyhedral domains. Zbl 1119.60066
Budhiraja, Amarjit; Lee, Chihoon |
|
2007
|
A survey of numerical methods for nonlinear filtering problems. Zbl 1114.65301
Budhiraja, Amarjit; Chen, Lingji; Lee, Chihoon |
|
2007
|
Sequential maximum likelihood estimation for reflected Ornstein-Uhlenbeck processes. Zbl 1236.62097
Lee, Chihoon; Bishwal, Jaya P. N.; Lee, Myung Hee |
|
2012
|
Parameter estimation for reflected Ornstein-Uhlenbeck processes with discrete observations. Zbl 1327.62451
Hu, Yaozhong; Lee, Chihoon; Lee, Myung Hee; Song, Jian |
|
2015
|
On drift parameter estimation for reflected fractional Ornstein-Uhlenbeck processes. Zbl 1352.60058
Lee, Chihoon; Song, Jian |
|
2016
|
Optimal pricing barriers in a regulated market using reflected diffusion processes. Zbl 1469.62362
Han, Zheng; Hu, Yaozhong; Lee, Chihoon |
|
2016
|
Convergence of a queueing system in heavy traffic with general patience-time distributions. Zbl 1230.60098
Lee, Chihoon; Weerasinghe, Ananda |
|
2011
|
Ergodic rate control problem for single class queueing networks. Zbl 1226.93138
Budhiraja, Amarjit; Ghosh, Arka P.; Lee, Chihoon |
|
2011
|
Drift parameter estimation for a reflected fractional Brownian motion based on its local time. Zbl 1301.60050
Hu, Yaozhong; Lee, Chihoon |
|
2013
|
Optimal control of a time-varying double-ended production queueing model. Zbl 1492.90038
Lee, Chihoon; Liu, Xin; Liu, Yunan; Zhang, Ling |
|
2021
|
Parameter inference and model selection in deterministic and stochastic dynamical models via approximate Bayesian computation: modeling a wildlife epidemic. Zbl 1525.62219
Sun, Libo; Lee, Chihoon; Hoeting, Jennifer A. |
|
2015
|
A penalized simulated maximum likelihood approach in parameter estimation for stochastic differential equations. Zbl 1507.62162
Sun, Libo; Lee, Chihoon; Hoeting, Jennifer A. |
|
2015
|
Stationarity and control of a tandem fluid network with fractional Brownian motion input. Zbl 1231.60096
Lee, Chihoon; Weerasinghe, Ananda |
|
2011
|
On the return time for a reflected fractional Brownian motion process on the positive orthant. Zbl 1216.60032
Lee, Chihoon |
|
2011
|
Pathogen transfer through environment-host contact: an agent-based queueing theoretic framework. Zbl 1404.92175
Chen, Shi; Lenhart, Suzanne; Day, Judy D.; Lee, Chihoon; Dulin, Michael; Lanzas, Cristina |
|
2018
|
On data clustering analysis: Scalability, constraints, and validation. Zbl 1048.68955
Zaïane, Osmar R.; Foss, Andrew; Lee, Chi-Hoon; Wang, Weinan |
|
2002
|
Waiting time probabilities in the \(M/G /1 + M\) queue. Zbl 07881866
Lee, Chihoon; Wang, Jianqiang C. |
|
2011
|
Stationary distribution convergence of the offered waiting processes for \(GI/GI/1+GI\) queues in heavy traffic. Zbl 1431.60115
Lee, Chihoon; Ward, Amy R.; Ye, Heng-Qing |
|
2020
|
On moment stability properties for a class of state-dependent stochastic networks. Zbl 1219.90032
Lee, Chihoon |
|
2011
|
A geometric drift inequality for a reflected fractional Brownian motion process on the positive orthant. Zbl 1238.60045
Lee, Chihoon |
|
2011
|
Optimal pricing and capacity sizing for the \(GI/GI/1\) queue. Zbl 1408.90081
Lee, Chihoon; Ward, Amy R. |
|
2014
|
On pricing barrier control in a regime-switching regulated market. Zbl 1420.91105
Han, Zheng; Hu, Yaozhong; Lee, Chihoon |
|
2019
|
An attribute design method: A new approach to flexible welding machine design. Zbl 0904.90070
Dunk, K.; Lee, C.; Martin, P. |
|
1994
|
\(V\)-uniform ergodicity for state-dependent single class queueing networks. Zbl 1191.60102
Lee, Chihoon |
|
2010
|
Non-Markovian state-dependent networks in critical loading. Zbl 1319.60175
Lee, Chihoon; Puhalskii, Anatolii A. |
|
2015
|
Entropy flow and de Bruijn’s identity for a class of stochastic differential equations driven by fractional Brownian motion. Zbl 1499.60123
Choi, Michael C. H.; Lee, Chihoon; Song, Jian |
|
2021
|
How to tell a bad filter through Monte Carlo simulations. Zbl 1366.93651
Chen, Lingji; Lee, Chihoon; Mehra, Raman K. |
|
2007
|
Optimal control of a time-varying double-ended production queueing model. Zbl 1492.90038
Lee, Chihoon; Liu, Xin; Liu, Yunan; Zhang, Ling |
|
2021
|
Entropy flow and de Bruijn’s identity for a class of stochastic differential equations driven by fractional Brownian motion. Zbl 1499.60123
Choi, Michael C. H.; Lee, Chihoon; Song, Jian |
|
2021
|
Stationary distribution convergence of the offered waiting processes for \(GI/GI/1+GI\) queues in heavy traffic. Zbl 1431.60115
Lee, Chihoon; Ward, Amy R.; Ye, Heng-Qing |
|
2020
|
On pricing barrier control in a regime-switching regulated market. Zbl 1420.91105
Han, Zheng; Hu, Yaozhong; Lee, Chihoon |
|
2019
|
Single-transform formulas for pricing Asian options in a general approximation framework under Markov processes. Zbl 1403.91336
Cui, Zhenyu; Lee, Chihoon; Liu, Yanchu |
|
2018
|
Pathogen transfer through environment-host contact: an agent-based queueing theoretic framework. Zbl 1404.92175
Chen, Shi; Lenhart, Suzanne; Day, Judy D.; Lee, Chihoon; Dulin, Michael; Lanzas, Cristina |
|
2018
|
On drift parameter estimation for reflected fractional Ornstein-Uhlenbeck processes. Zbl 1352.60058
Lee, Chihoon; Song, Jian |
|
2016
|
Optimal pricing barriers in a regulated market using reflected diffusion processes. Zbl 1469.62362
Han, Zheng; Hu, Yaozhong; Lee, Chihoon |
|
2016
|
Parameter estimation for reflected Ornstein-Uhlenbeck processes with discrete observations. Zbl 1327.62451
Hu, Yaozhong; Lee, Chihoon; Lee, Myung Hee; Song, Jian |
|
2015
|
Parameter inference and model selection in deterministic and stochastic dynamical models via approximate Bayesian computation: modeling a wildlife epidemic. Zbl 1525.62219
Sun, Libo; Lee, Chihoon; Hoeting, Jennifer A. |
|
2015
|
A penalized simulated maximum likelihood approach in parameter estimation for stochastic differential equations. Zbl 1507.62162
Sun, Libo; Lee, Chihoon; Hoeting, Jennifer A. |
|
2015
|
Non-Markovian state-dependent networks in critical loading. Zbl 1319.60175
Lee, Chihoon; Puhalskii, Anatolii A. |
|
2015
|
Optimal pricing and capacity sizing for the \(GI/GI/1\) queue. Zbl 1408.90081
Lee, Chihoon; Ward, Amy R. |
|
2014
|
Drift parameter estimation for a reflected fractional Brownian motion based on its local time. Zbl 1301.60050
Hu, Yaozhong; Lee, Chihoon |
|
2013
|
Sequential maximum likelihood estimation for reflected Ornstein-Uhlenbeck processes. Zbl 1236.62097
Lee, Chihoon; Bishwal, Jaya P. N.; Lee, Myung Hee |
|
2012
|
Convergence of a queueing system in heavy traffic with general patience-time distributions. Zbl 1230.60098
Lee, Chihoon; Weerasinghe, Ananda |
|
2011
|
Ergodic rate control problem for single class queueing networks. Zbl 1226.93138
Budhiraja, Amarjit; Ghosh, Arka P.; Lee, Chihoon |
|
2011
|
Stationarity and control of a tandem fluid network with fractional Brownian motion input. Zbl 1231.60096
Lee, Chihoon; Weerasinghe, Ananda |
|
2011
|
On the return time for a reflected fractional Brownian motion process on the positive orthant. Zbl 1216.60032
Lee, Chihoon |
|
2011
|
Waiting time probabilities in the \(M/G /1 + M\) queue. Zbl 07881866
Lee, Chihoon; Wang, Jianqiang C. |
|
2011
|
On moment stability properties for a class of state-dependent stochastic networks. Zbl 1219.90032
Lee, Chihoon |
|
2011
|
A geometric drift inequality for a reflected fractional Brownian motion process on the positive orthant. Zbl 1238.60045
Lee, Chihoon |
|
2011
|
\(V\)-uniform ergodicity for state-dependent single class queueing networks. Zbl 1191.60102
Lee, Chihoon |
|
2010
|
Stationary distribution convergence for generalized Jackson networks in heavy traffic. Zbl 1214.60013
Budhiraja, Amarjit; Lee, Chihoon |
|
2009
|
Long time asymptotics for constrained diffusions in polyhedral domains. Zbl 1119.60066
Budhiraja, Amarjit; Lee, Chihoon |
|
2007
|
A survey of numerical methods for nonlinear filtering problems. Zbl 1114.65301
Budhiraja, Amarjit; Chen, Lingji; Lee, Chihoon |
|
2007
|
How to tell a bad filter through Monte Carlo simulations. Zbl 1366.93651
Chen, Lingji; Lee, Chihoon; Mehra, Raman K. |
|
2007
|
On data clustering analysis: Scalability, constraints, and validation. Zbl 1048.68955
Zaïane, Osmar R.; Foss, Andrew; Lee, Chi-Hoon; Wang, Weinan |
|
2002
|
An attribute design method: A new approach to flexible welding machine design. Zbl 0904.90070
Dunk, K.; Lee, C.; Martin, P. |
|
1994
|
