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Łukasz Kruk
Łukasz Kruk
Verified email at hektor.umcs.lublin.pl
Title
Cited by
Cited by
Year
An explicit formula for the Skorokhod map on [0, a]
L Kruk, J Lehoczky, K Ramanan, S Shreve
1592007
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
1522001
Heavy traffic analysis for EDF queues with reneging
Ł Kruk, J Lehoczky, K Ramanan, S Shreve
762011
Earliest-deadline-first service in heavy-traffic acyclic networks
Ł Kruk, J Lehoczky, S Shreve, SN Yeung
612004
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
382000
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
382000
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
352008
Functional limit theorems for a simple auction
Ł Kruk
Mathematics of Operations Research 28 (4), 716-751, 2003
312003
Diffusion limits for shortest remaining processing time queues
HC Gromoll, Ł Kruk, AL Puha
Stochastic Systems 1 (1), 1-16, 2011
252011
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
252003
Heavy traffic limit for a processor sharing queue with soft deadlines
HC Gromoll, Ł Kruk
222007
Accuracy of state space collapse for earliest-deadline-first queues
Ł Kruk, J Lehoczky, S Shreve
182006
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
142000
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
122015
Stability of two families of real-time queueing networks
Ł Kruk
Probab. Math. Stat 28, 179-202, 2008
92008
Fluid limits for multiple-input shortest remaining processing time queues
Ł Kruk, E Sokołowska
Mathematics of Operations Research 41 (3), 1055-1092, 2016
82016
Invariant states for fluid models of EDF networks: nonlinear lifting map
Ł Kruk
Probab. Math. Statist 30 (2), 289-315, 2010
82010
Limiting distribution for a simple model of order book dynamics
Ł Kruk
Central European Journal of Mathematics 10, 2283-2295, 2012
72012
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
72011
Stability of preemptive EDF queueing networks
Ł Kruk
Annales Universitatis Mariae Curie-Sklodowska, sectio A–Mathematica 73 (2 …, 2020
62020
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