Choi, Michael C. H.; Lee, Chihoon; Song, Jian Entropy flow and de Bruijn’s identity for a class of stochastic differential equations driven by fractional Brownian motion. (English) Zbl 1499.60123 Probab. Eng. Inf. Sci. 35, No. 3, 369-380 (2021). MSC: 60G22 60H05 60G15 PDFBibTeX XMLCite \textit{M. C. H. Choi} et al., Probab. Eng. Inf. Sci. 35, No. 3, 369--380 (2021; Zbl 1499.60123) Full Text: DOI arXiv
Lee, Chihoon; Liu, Xin; Liu, Yunan; Zhang, Ling Optimal control of a time-varying double-ended production queueing model. (English) Zbl 1492.90038 Stoch. Syst. 11, No. 2, 140-173 (2021). MSC: 90B22 90B05 60K25 60F17 PDFBibTeX XMLCite \textit{C. Lee} et al., Stoch. Syst. 11, No. 2, 140--173 (2021; Zbl 1492.90038) Full Text: DOI
Lee, Chihoon; Ward, Amy R.; Ye, Heng-Qing Stationary distribution convergence of the offered waiting processes in heavy traffic under general patience time scaling. (English) Zbl 1490.60254 Queueing Syst. 99, No. 3-4, 283-303 (2021). Reviewer: Vyacheslav Abramov (Melbourne) MSC: 60K25 68M20 90B22 PDFBibTeX XMLCite \textit{C. Lee} et al., Queueing Syst. 99, No. 3--4, 283--303 (2021; Zbl 1490.60254) Full Text: DOI arXiv
Cui, Zhenyu; Lee, Chihoon; Zhu, Lingjiong; Zhu, Yunfan On the optimal design of the randomized unbiased Monte Carlo estimators. (English) Zbl 1525.60096 Oper. Res. Lett. 49, No. 4, 477-484 (2021). MSC: 60J22 65C05 PDFBibTeX XMLCite \textit{Z. Cui} et al., Oper. Res. Lett. 49, No. 4, 477--484 (2021; Zbl 1525.60096) Full Text: DOI
Lee, Chihoon; Ward, Amy R.; Ye, Heng-Qing Stationary distribution convergence of the offered waiting processes for \(GI/GI/1+GI\) queues in heavy traffic. (English) Zbl 1431.60115 Queueing Syst. 94, No. 1-2, 147-173 (2020). MSC: 60K25 60J25 93E15 90B22 PDFBibTeX XMLCite \textit{C. Lee} et al., Queueing Syst. 94, No. 1--2, 147--173 (2020; Zbl 1431.60115) Full Text: DOI arXiv
Sun, Libo; Lee, Chihoon; Hoeting, Jennifer A. A penalized simulated maximum likelihood method to estimate parameters for SDEs with measurement error. (English) Zbl 1417.62235 Comput. Stat. 34, No. 2, 847-863 (2019). MSC: 62M05 60H10 62F12 PDFBibTeX XMLCite \textit{L. Sun} et al., Comput. Stat. 34, No. 2, 847--863 (2019; Zbl 1417.62235) Full Text: DOI
Chen, Shi; Lenhart, Suzanne; Day, Judy D.; Lee, Chihoon; Dulin, Michael; Lanzas, Cristina Pathogen transfer through environment-host contact: an agent-based queueing theoretic framework. (English) Zbl 1404.92175 Math. Med. Biol. 35, No. 3, 409-425 (2018). MSC: 92D30 60K25 PDFBibTeX XMLCite \textit{S. Chen} et al., Math. Med. Biol. 35, No. 3, 409--425 (2018; Zbl 1404.92175) Full Text: DOI
Han, Zheng; Hu, Yaozhong; Lee, Chihoon Optimal pricing barriers in a regulated market using reflected diffusion processes. (English) Zbl 1469.62362 Quant. Finance 16, No. 4, 639-647 (2016). MSC: 62P05 62M10 62M05 62L12 60H15 60J60 PDFBibTeX XMLCite \textit{Z. Han} et al., Quant. Finance 16, No. 4, 639--647 (2016; Zbl 1469.62362) Full Text: DOI
Lee, Chihoon; Song, Jian On drift parameter estimation for reflected fractional Ornstein-Uhlenbeck processes. (English) Zbl 1352.60058 Stochastics 88, No. 5, 751-778 (2016). MSC: 60G22 62F12 62M09 60F05 60F15 60H30 PDFBibTeX XMLCite \textit{C. Lee} and \textit{J. Song}, Stochastics 88, No. 5, 751--778 (2016; Zbl 1352.60058) Full Text: DOI arXiv
Sun, Libo; Lee, Chihoon; Hoeting, Jennifer A. A penalized simulated maximum likelihood approach in parameter estimation for stochastic differential equations. (English) Zbl 1507.62162 Comput. Stat. Data Anal. 84, 54-67 (2015). MSC: 62-08 60H10 62M05 62P10 PDFBibTeX XMLCite \textit{L. Sun} et al., Comput. Stat. Data Anal. 84, 54--67 (2015; Zbl 1507.62162) Full Text: DOI arXiv
Lee, Chihoon; Puhalskii, Anatolii A. Non-Markovian state-dependent networks in critical loading. (English) Zbl 1319.60175 Stoch. Models 31, No. 1, 43-66 (2015). MSC: 60K25 60F17 60F05 60K30 90B15 90B22 PDFBibTeX XMLCite \textit{C. Lee} and \textit{A. A. Puhalskii}, Stoch. Models 31, No. 1, 43--66 (2015; Zbl 1319.60175) Full Text: DOI arXiv
Lee, Chihoon; Ward, Amy R. Optimal pricing and capacity sizing for the \(GI/GI/1\) queue. (English) Zbl 1408.90081 Oper. Res. Lett. 42, No. 8, 527-531 (2014). MSC: 90B22 60K25 91B24 PDFBibTeX XMLCite \textit{C. Lee} and \textit{A. R. Ward}, Oper. Res. Lett. 42, No. 8, 527--531 (2014; Zbl 1408.90081) Full Text: DOI
Hu, Yaozhong; Lee, Chihoon Drift parameter estimation for a reflected fractional Brownian motion based on its local time. (English) Zbl 1301.60050 J. Appl. Probab. 50, No. 2, 592-597 (2013). MSC: 60G22 60K25 62M09 PDFBibTeX XMLCite \textit{Y. Hu} and \textit{C. Lee}, J. Appl. Probab. 50, No. 2, 592--597 (2013; Zbl 1301.60050) Full Text: DOI Euclid
Lee, Chihoon Bounds on exponential moments of hitting times for reflected processes on the positive orthant. (English) Zbl 1245.60045 Stat. Probab. Lett. 82, No. 6, 1120-1128 (2012). MSC: 60G22 90B18 60G15 60G18 PDFBibTeX XMLCite \textit{C. Lee}, Stat. Probab. Lett. 82, No. 6, 1120--1128 (2012; Zbl 1245.60045) Full Text: DOI
Budhiraja, Amarjit; Ghosh, Arka P.; Lee, Chihoon Ergodic rate control problem for single class queueing networks. (English) Zbl 1226.93138 SIAM J. Control Optim. 49, No. 4, 1570-1606 (2011). MSC: 93E20 60H30 60J25 60K25 93E15 93B52 PDFBibTeX XMLCite \textit{A. Budhiraja} et al., SIAM J. Control Optim. 49, No. 4, 1570--1606 (2011; Zbl 1226.93138) Full Text: DOI
Lee, Chihoon A geometric drift inequality for a reflected fractional Brownian motion process on the positive orthant. (English) Zbl 1238.60045 J. Appl. Probab. 48, No. 3, 820-831 (2011). Reviewer: Nijole Kalinauskaitė (Vilnius) MSC: 60G22 90B18 60G15 60G18 PDFBibTeX XMLCite \textit{C. Lee}, J. Appl. Probab. 48, No. 3, 820--831 (2011; Zbl 1238.60045) Full Text: DOI
Lee, Chihoon; Weerasinghe, Ananda Convergence of a queueing system in heavy traffic with general patience-time distributions. (English) Zbl 1230.60098 Stochastic Processes Appl. 121, No. 11, 2507-2552 (2011). Reviewer: P. R. Parthasarathy (Chennai) MSC: 60K25 68M20 90B22 90B18 PDFBibTeX XMLCite \textit{C. Lee} and \textit{A. Weerasinghe}, Stochastic Processes Appl. 121, No. 11, 2507--2552 (2011; Zbl 1230.60098) Full Text: DOI
Lee, Chihoon; Weerasinghe, Ananda Stationarity and control of a tandem fluid network with fractional Brownian motion input. (English) Zbl 1231.60096 Adv. Appl. Probab. 43, No. 3, 847-874 (2011). Reviewer: Oleg K. Zakusilo (Kyïv) MSC: 60K25 68M20 90B22 90B18 PDFBibTeX XMLCite \textit{C. Lee} and \textit{A. Weerasinghe}, Adv. Appl. Probab. 43, No. 3, 847--874 (2011; Zbl 1231.60096) Full Text: DOI
Lee, Chihoon On moment stability properties for a class of state-dependent stochastic networks. (English) Zbl 1219.90032 J. Korean Stat. Soc. 40, No. 3, 325-336 (2011). MSC: 90B15 90B22 60K25 PDFBibTeX XMLCite \textit{C. Lee}, J. Korean Stat. Soc. 40, No. 3, 325--336 (2011; Zbl 1219.90032) Full Text: DOI
Lee, Chihoon On the return time for a reflected fractional Brownian motion process on the positive orthant. (English) Zbl 1216.60032 J. Appl. Probab. 48, No. 1, 145-153 (2011). Reviewer: Zakhar Kabluchko (Ulm) MSC: 60G22 60G15 60G18 60K25 PDFBibTeX XMLCite \textit{C. Lee}, J. Appl. Probab. 48, No. 1, 145--153 (2011; Zbl 1216.60032) Full Text: DOI
Lee, Chihoon \(V\)-uniform ergodicity for state-dependent single class queueing networks. (English) Zbl 1191.60102 Queueing Syst. 65, No. 1, 93-108 (2010). Reviewer: Oleg K. Zakusilo (Kyïv) MSC: 60K25 60F17 93E15 PDFBibTeX XMLCite \textit{C. Lee}, Queueing Syst. 65, No. 1, 93--108 (2010; Zbl 1191.60102) Full Text: DOI
Budhiraja, Amarjit; Lee, Chihoon Stationary distribution convergence for generalized Jackson networks in heavy traffic. (English) Zbl 1214.60013 Math. Oper. Res. 34, No. 1, 45-56 (2009). MSC: 60G35 60J25 60K25 93E15 PDFBibTeX XMLCite \textit{A. Budhiraja} and \textit{C. Lee}, Math. Oper. Res. 34, No. 1, 45--56 (2009; Zbl 1214.60013) Full Text: DOI Link
Budhiraja, Amarjit; Lee, Chihoon Long time asymptotics for constrained diffusions in polyhedral domains. (English) Zbl 1119.60066 Stochastic Processes Appl. 117, No. 8, 1014-1036 (2007). MSC: 60J65 60H35 60K25 93E15 PDFBibTeX XMLCite \textit{A. Budhiraja} and \textit{C. Lee}, Stochastic Processes Appl. 117, No. 8, 1014--1036 (2007; Zbl 1119.60066) Full Text: DOI
Budhiraja, Amarjit; Chen, Lingji; Lee, Chihoon A survey of numerical methods for nonlinear filtering problems. (English) Zbl 1114.65301 Physica D 230, No. 1-2, 27-36 (2007). MSC: 65C30 60H10 60H35 37H10 60G35 93E11 PDFBibTeX XMLCite \textit{A. Budhiraja} et al., Physica D 230, No. 1--2, 27--36 (2007; Zbl 1114.65301) Full Text: DOI