Professor of Mathematics of Systems
Research Interests: Random processes, networks and optimization
Publications
A Markov model of a limit order book: Thresholds, recurrence, and trading strategies
– Mathematics of Operations Research
(2018)
43,
181
(DOI: 10.1287/moor.2017.0857)
Critical behaviour in charging of electric vehicles
– New Journal of Physics
(2015)
17,
095001
JOE GANI, 90 YEARS
– JOURNAL OF APPLIED PROBABILITY
(2014)
51,
Stochastic Networks
(2014)
Real time alpha-fairness based traffic engineering
– HotSDN 2014 - Proceedings of the ACM SIGCOMM 2014 Workshop on Hot Topics in Software Defined Networking
(2014)
199
(DOI: 10.1145/2620728.2620762)
Statistical aspects of storage systems modelling in energy networks
– 2012 46th Annual Conference on Information Sciences and Systems (CISS)
(2012)
1
(DOI: 10.1109/ciss.2012.6310769)
Explicit congestion control: charging, fairness, and admission management
(2011)
9780521113687,
257
(DOI: 10.1017/CBO9780511920950.014)
Reversibility and stochastic networks
(2011)
An investigation of proportionally fair ramp metering
– 2011 14TH INTERNATIONAL IEEE CONFERENCE ON INTELLIGENT TRANSPORTATION SYSTEMS (ITSC)
(2011)
490
(DOI: 10.1109/ITSC.2011.6082812)
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