This paper establishes the existence of relaxed solutions to mean field games (MFGs for
short) with singular controls. We also prove approximations of solutions results for a …

We study the ergodic properties of a class of multidimensional piecewise Ornstein–
Uhlenbeck processes with jumps, which contains the limit of the queueing processes arising …

We revisit the classical theory of stochastic integral convergence on Skorokhod space,
providing a new comprehensive treatment under Skorokhod's J1 and M1 topologies based …

We establish many-server heavy-traffic limits for G/M/n+ M queueing models, allowing
customer abandonment (the+ M), subject to exogenous regenerative service interruptions …

We consider renewal shot noise processes with response functions which are eventually
nondecreasing and regularly varying at infinity. We prove weak convergence of renewal …

We prove continuity of a controlled SDE solution in Skorokhod's M_1 and J_1 topologies
and also uniformly, in probability, as a nonlinear functional of the control strategy. The …

We study the ergodic properties of a class of controlled stochastic differential equations
(SDEs) driven by a-stable processes which arise as the limiting equations of multiclass …

Queues with Time-Varying Arrival Rates: A Bibliography Page 1 Queues with Time-Varying
Arrival Rates: A Bibliography Ward Whitt Industrial Engineering and Operations Research …

In this paper, we develop a diffusion approximation for the transient distribution of the
workload process in a standard single-server queue with a non-stationary Polya arrival …

In this paper, we study the asymptotic behaviour of one-dimensional integrated Ornstein–
Uhlenbeck processes driven by α-stable Lévy processes of small amplitude. We prove that …