• Publications
  • Influence
A multi-dimensional martingale for Markov additive processes and its applications
We establish new multidimensional martingales for Markov additive processes and certain modifications of such processes (e.g., such processes with reflecting barriers). These results generalize
On risk aversion with two risks
We consider necessary and sufficient conditions for risk aversion to one risk in the presence of another non-insurable risk. The conditions (on the bivariate utility function) vary according to the
Useful martingales for stochastic storage processes with Lévy-input and decomposition results
In this paper we generalize the martingale of Kella and Whitt to the setting of L evy-type processes and show that under some quite minimal conditions the local martingales are actually L 2
The threshold policy in the M/G/1 queue with server vacations
  • O. Kella
  • Computer Science
  • 1 February 1989
TLDR
This article deals with the M/G/1 queue with server vacations in which the return of the server to service depends on the number of customers present in the system, and finds that the expression may be universal in the sense that it may hold for a general class of problems including such that arise in production planning and inventory theory.
A Storage Model with a Two-State Random Environment
TLDR
It is shown that the steady-state content is directly related to the Steady-state workload or virtual waiting time in an associated G/G/1 queue, thus supplementing the results of D. P. Gaver, Jr., and R. G. Miller, Jr.
ON/OFF STORAGE SYSTEMS WITH STATE-DEPENDENT INPUT, OUTPUT, AND SWITCHING RATES
We consider a storage model that can be on or off. When on, the content increases at some state-dependent rate and the system can switch to the off state at a state-dependent rate as well. When off,
Linear stochastic fluid networks
We introduce open stochastic fluid networks that can be regarded as continuous analogues or fluid limits of open networks of infinite-server queues. Random exogenous input may come to any of the
...
1
2
3
4
5
...