| An explicit formula for the Skorokhod map on [0, a] L Kruk, J Lehoczky, K Ramanan, S Shreve | 167 | 2007 |
| Weighted Monte Carlo: a new technique for calibrating asset-pricing models M Avellaneda, R Buff, C Friedman, N Grandechamp, L Kruk, J Newman International Journal of Theoretical and Applied Finance 4 (01), 91-119, 2001 | 150 | 2001 |
| Heavy traffic analysis for EDF queues with reneging Ł Kruk, J Lehoczky, K Ramanan, S Shreve | 78 | 2011 |
| Earliest-deadline-first service in heavy-traffic acyclic networks Ł Kruk, J Lehoczky, S Shreve, SN Yeung | 61 | 2004 |
| Optimal Policies for n-Dimensional Singular Stochastic Control Problems Part I: The Skorokhod Problem L Kruk SIAM Journal on Control and Optimization 38 (5), 1603-1622, 2000 | 39 | 2000 |
| Weighted Monte Carlo: A new technique for calibrating asset-pricing models M Avellaneda, R Buff, C Friedman, N Grandchamp, L Kruk, J Newman Applied and Industrial Mathematics, Venice—2, 1998: Selected Papers from …, 2000 | 38 | 2000 |
| Double Skorokhod map and reneging real-time queues Ł Kruk, J Lehoczky, K Ramanan, S Shreve Markov Processes and Related Topics: A Festschrift for Thomas G. Kurtz 4 …, 2008 | 36 | 2008 |
| Functional limit theorems for a simple auction Ł Kruk Mathematics of Operations Research 28 (4), 716-751, 2003 | 31 | 2003 |
| Diffusion limits for shortest remaining processing time queues HC Gromoll, Ł Kruk, AL Puha Stochastic Systems 1 (1), 1-16, 2011 | 25 | 2011 |
| Multiple-input heavy-traffic real-time queues L Kruk, J Lehoczky, S Shreve, SN Yeung The Annals of Applied Probability 13 (1), 54-99, 2003 | 25 | 2003 |
| Heavy traffic limit for a processor sharing queue with soft deadlines HC Gromoll, Ł Kruk | 23 | 2007 |
| Accuracy of state space collapse for earliest-deadline-first queues Ł Kruk, J Lehoczky, S Shreve | 18 | 2006 |
| Optimal Policies for n-Dimensional Singular Stochastic Control Problems. Part II: The Radially Symmetric Case. Ergodic Control L Kruk SIAM Journal on control and Optimization 39 (2), 635-659, 2000 | 15 | 2000 |
| Second order approximation for the customer time in queue distribution under the FIFO service discipline Ł Kruk, J Lehoczky, S Shreve Annales Universitatis Mariae Curie-Sklodowska, sectio AI–Informatica 1 (1), 1-12, 2015 | 12 | 2015 |
| Stability of two families of real-time queueing networks Ł Kruk Probab. Math. Stat 28, 179-202, 2008 | 9 | 2008 |
| Fluid limits for multiple-input shortest remaining processing time queues Ł Kruk, E Sokołowska Mathematics of Operations Research 41 (3), 1055-1092, 2016 | 8 | 2016 |
| Invariant states for fluid models of EDF networks: nonlinear lifting map Ł Kruk Probab. Math. Statist 30 (2), 289-315, 2010 | 8 | 2010 |
| Limiting distribution for a simple model of order book dynamics Ł Kruk Central European Journal of Mathematics 10, 2283-2295, 2012 | 7 | 2012 |
| An open queueing network with asymptotically stable fluid model and unconventional heavy traffic behavior Ł Kruk Mathematics of Operations Research 36 (3), 538-551, 2011 | 7 | 2011 |
| Stability of preemptive EDF queueing networks Ł Kruk Annales Universitatis Mariae Curie-Sklodowska, sectio A–Mathematica 73 (2 …, 2020 | 6 | 2020 |
John LehoczkyProfessor of Statistics and Data Science, Carnegie Mellon UniversityVerified email at andrew.cmu.edu
