Priority option pricing in an M/M/m queue

Author:

Printezis Antonios,Burnetas Apostolos

Publisher

Elsevier BV

Subject

Applied Mathematics,Industrial and Manufacturing Engineering,Management Science and Operations Research,Software

Reference6 articles.

1. Option pricing with downward sloping demand curves: The case of supply chain options;Burnetas;Management Science,2005

2. F. Cheng, M. Ettl, G.Y. Lin, M. Schwartz, D.D. Yao, Flexible supply contracts via options, Technical Report, Columbia University, 2003

3. R. Cocchi, D. Estrin, S. Shenker, L. Zhang, A study of priority pricing in multiple service class networks, ACM SIGCOMM, 1991

4. V.M. de Albeniz, D.S. Levi, Competition in the supply option market, Center for eBusiness @ MIT, Paper 189, Cambridge, MA, 2003

5. Optimal pricing for service facilities with self-optimizing customers;Grossman;European Journal of Operational Research,2002

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2. Equilibrium and optimal balking strategies for low-priority customers in the M/G/1 queue with two classes of customers and preemptive priority;Journal of Industrial & Management Optimization;2019

3. An Overview for Markov Decision Processes in Queues and Networks;Stochastic Models in Reliability, Network Security and System Safety;2019

4. Priority Service Pricing with Heterogeneous Customers;SSRN Electronic Journal;2017

5. Vacations;Rational Queueing;2016-03-23

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