ScholarWorks@Korea University: Kim, Ba ra

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Kim, Ba ra (김바라)

College of Science (Department of Mathematics)

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Tel 3087
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Stability:9||Tail asymptotics:7||Equilibrium strategy:6||Polling system:6||Queue size distribution:5||Waiting time distribution:5||Retrial queue:5||Waiting time:4||LaplaceStieltjes transform:4||Loss probability:4||Markov process:4||Lottery Blotto game:3||First passage time:3||Bivariate exponential distribution:3||Nash equilibrium:3||Retrials:2||Ruin probability:2||Gaussian random vector:2||Profit rate:2||Fluid limit:2||Queue length:2||MAP/G/1 retrial queue:2||Covariance matrix:2||Social benefit rate:2||Laplace transform:2||Stochastic volatility:2||Heston model:2||Karamata Tauberian theorem:2||M/G/1 retrial queue:2||M/M/m retrial queue:2||stationary distribution:2||Impatient customers:2||Glue periods:2||Fluid limits:2||Regimeswitching:2||Optimal price:2||Downton's bivariate exponential distribution:2||ruin probability:2||Queue length distribution:2||Risk model:2||Incomplete information:2||pattern:1||Descendant claims:1||Discounted aggregate claims:1||SIS stochastic models:1||Multistate trials:1||Feedback queue:1||Strong modality:1||order statistics:1||parallel system:1||Workload:1||discriminatory random order service discipline:1||generalized Fourier transform:1||Lyapunov function:1||Impatient customer:1||System size distribution:1||Greedy policy:1||CatEPut:1||jumpdiffusion process:1||Unfinished work:1||Queueing:1||M/G/1 type Markov chain:1||Subexponential asymptotics:1||Discriminatory random order service policy:1||Stationary measure:1||Stationary probability vector:1||discrete autoregressive process:1||discrete time queueing system:1||scheduling:1||deficit distribution:1||QBD (quasibirthanddeath) process:1||concavity:1||Unobservable queue:1||Poisson distributions:1||De Vylder and Goovaerts' conjecture:1||Censored markov process:1||Doubly stochastic matrices:1||Two way communication:1||Joint transform:1||Evolutionarily stable equilibrium:1||Productioninventory queueing system:1||Arithmetic Asian options:1||Asymptotics:1||Law of large numbers:1||Information disclosure:1||Population uncertainty:1||Weighted majority:1||War of attrition:1||Roundrobin:1||Weighted roundrobin:1||Asymmetric valuations:1||public economics:1||test function:1||Transform:1||discretetime batch markovian arrival process:1||quadratic matrix equation:1||Option price:1||option pricing:1||M/PH/1 retrial queue:1||penalty function:1||RiemannLebesgue lemma:1||Conditional distribution:1||Markov decision processes:1||Regular variation:1||video traffic modeling:1||slowdown:1||fairness:1||environment process:1||nonergodicity:1||batch arrivals:1||Nonpreemptive priority queue:1||Heston's stochastic volatility model:1||BlackScholesVasicek model:1||Forward measure:1||Gaussian product inequality:1||Environmental equivalence:1||matrix analytic method:1||Stochastic matrix:1||Unimodality:1||Logconcavity:1||Correlated queue:1||Exhaustive service:1||Iterative algorithm:1||cognitive radio networks:1||fluid model:1||Prudent policy:1||Options pricing:1||c murule:1||Random order service discipline:1||Large deviations:1||Power option:1||Censored Markov process:1||Flexible servers:1||Random order service:1||sojourn time:1||Server vacation:1||Intensity control:1||Geometric Levy model:1||sooner waiting time:1||Random walks on graphs:1||Sojourn time:1||Heterogeneous items:1||mixed matrixgeometric solution:1||Preemptive loss system:1||optimal admission policy:1||Test function:1||Sylvester matrix equation:1||Optimal policy:1||GI/G/1 queue:1||Busy period:1||PerronFrobenius eigenvector:1||WienerHopf theory:1||mean queue size:1||phasetype distribution:1||Kaplan's condition:1||Identification of parameters:1||Logconcavity:1||Parisian ruin:1||Censored Markov chain:1||Positive Harris recurrence:1||HullWhite model:1||Infinite server queue:1||Contest:1||stopping probability:1||lattice points:1||Farey pair:1||Sooner waiting time:1||Discrete order statistics:1||Bellman equation:1||Retrial queue with two classes of customers:1||Optimal policies:1||Retrial queues:1||Partial information:1||Discretetime queue:1||Markov decision process:1||adaptive mechanism:1||External barrier option:1||Catastrophe equity put option:1||Option pricing:1||Admission control:1||moment generating transform:1||Discriminatory processor sharing:1||Generalized processor sharing:1||Dpolicy:1||Karamata's Tauberian theorem:1||Nonpersistent customers:1||Limited, gated and exhaustive service disciplines:1||SR ARQ:1||PerronFrobenius eigenvalue:1||Geo/G/1 retrial queue:1||queueing theory:1||Distribution of minimum:1||Homogeneous risk model:1||Social cost:1||Powered options:1||Regenerative processes:1||Gaussian moment product conjecture:1||Central limit theorem:1||Profit maximization:1||Social welfare maximization:1||mixture experiments:1||contagion:1||epidemic:1||Hitting times:1||Queue size:1||Lagrange multiplier:1||Girsanovtype change of measure:1||war of attrition:1||Jumpdiffusion:1||Defaultable bond pricing:1||MX/M/c queue:1||Asian options:1||Methodology of pricing derivatives:1||Processor sharing:1||Adaptive limited and exhaustive service disciplines:1||Tandem queueing networks:1||Stochastic comparison:1||Markovian arrival process:1||M/M/1 queue:1||egalitarian processorsharing:1||dividend:1||Optimal arrival rate:1||Markovmodulated dual risk model:1||Discrete phasetype distribution:1||Regimeswitching model:1||Eigenvalues:1||Arrival timing problem:1||Optimal arrangement:1||Nash equilibria:1||Hazard rate order:1||Processorsharing:1||Kibble's bivariate gamma distribution:1||Queueing model:1||Batch arrivals:1||geometric Asian option:1||Twoclass twoserver retrial queue:1||Markov modulated service rate:1||Tandem queues:1||stochastic volatility:1||Coupling method:1||Stability conditions:1||Foster criterion:1||surplus process:1||Change of numeraire:1||Fourier transform:1||Stationary distribution:1||Resequencing buffer:1||DBMAP/G/1 retrial queue:1||Geo(Y)/G/infinity input process:1||finite queue:1||Distribution of maximum:1||Risk reserve process:1||Markovian queues:1||Markov regenerative processes:1||Tollbooth tandem queue:1||pseudo component transformation:1||Karpelevich arc:1||Stopping probability:1||Bayesian Nash equilibrium:1||trembling hand perfection:1||Sojourn time distribution:1||Equilibrium strategies:1||Tandem network:1||Threshold strategy:1||discrete monitoring:1||stability:1||Quantitative finance techniques:1||Best rate policy:1||Flowlevel scheduling:1||Markovian channel:1||first passage time:1||Throughput optimality:1||M/G/1 queue:1||multimedia transmission:1||discriminatory processorsharing:1||retrial queue:1||QBD process:1||processorsharing:1||Order statistics:1||Point process:1||Stochastic matrices:1||Matrix analytic method:1||Priority queue:1||Constant retrial rate:1||Cascade system:1||Momentmatching method:1||Moments:1||Regenerative process:1||

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