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Lehoczky, John P.

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Author ID: lehoczky.john-p Recent zbMATH articles by "Lehoczky, John P."
Published as: Lehoczky, J.; Lehoczky, J. P.; Lehoczky, John; Lehoczky, John P.
Documents Indexed: 49 Publications since 1971

Publications by Year

Citations contained in zbMATH Open

42 Publications have been cited 1,036 times in 831 Documents Cited by Year
Optimal portfolio and consumption decisions for a “small investor” on a finite horizon. Zbl 0644.93066
Karatzas, Ioannis; Lehoczky, John P.; Shreve, Steven E.
257
1987
Martingale and duality methods for utility maximization in an incomplete market. Zbl 0733.93085
Karatzas, Ioannis; Lehoczky, John P.; Shreve, Steven E.; Xu, Gan-Lin
197
1991
Optimal consumption for general diffusions with absorbing and reflecting barriers. Zbl 0535.93071
Shreve, S. E.; Lehoczky, J. P.; Gaver, D. P.
95
1984
Explicit solution of a consumption/investment problem. Zbl 0622.90018
Karatzas, I.; Lehoczky, J.; Sethi, S.; Shreve, S.
85
1986
An explicit formula for the Skorokhod map on \([0,a]\). Zbl 1139.60017
Kruk, Lukasz; Lehoczky, John; Ramanan, Kavita; Shreve, Steven
59
2007
Existence and uniqueness of multi-agent equilibrium in a stochastic, dynamic consumption/investment model. Zbl 0707.90018
Karatzas, Ioannis; Lehoczky, John P.; Shreve, Steven E.
37
1990
Formulas for stopped diffusion processes with stopping times based on the maximum. Zbl 0367.60093
Lehoczky, John P.
29
1977
Real-time queues in heavy traffic with earliest-deadline-first queue discipline. Zbl 1015.60086
Doytchinov, Bogdan; Lehoczky, John; Shreve, Steven
27
2001
Insensitivity of blocking probabilities in a circuit-switching network. Zbl 0555.60052
Burman, D. Y.; Lehoczky, J. P.; Lim, Y.
22
1984
Real time scheduling theory: A historical perspective. Zbl 1073.68537
Sha, Lui; Abdelzaher, Tarek; Årzén, Karl-Erik; Cervin, Anton; Baker, Theodore; Burns, Alan; Buttazzo, Giorgio; Caccamo, Marco; Lehoczky, John; Mok, Aloysius K.
20
2004
Priority inheritance protocols: an approach to real-time synchronization. Zbl 1395.90151
Sha, Lui; Rajkumar, Ragunathan; Lehoczky, John P.
19
1990
Optimal consumption and investment policies allowing consumption constraints and bankruptcy. Zbl 0526.90009
Lehoczky, J.; Sethi, S.; Shreve, S.
15
1983
Heavy traffic analysis for EDF queues with reneging. Zbl 1220.60053
Kruk, Łukasz; Lehoczky, John; Ramanan, Kavita; Shreve, Steven
14
2011
Double Skorokhod map and reneging real-time queues. Zbl 1170.60314
Kruk, Łukasz; Lehoczky, John; Ramanan, Kavita; Shreve, Steven
13
2008
Channels that cooperatively service a data stream and voice messages. Zbl 0478.94001
Gaver, Donald P.; Lehoczky, John P.
13
1982
Equilibrium models with singular asset prices. Zbl 0900.90111
Karatzas, Ioannis; Lehoczky, John P.; Shreve, Steven E.
12
1991
Absolutely continuous and singular stochastic control. Zbl 0564.93068
Lehoczky, J. P.; Shreve, S. E.
10
1986
Earliest-deadline-first service in heavy-traffic acyclic networks. Zbl 1084.60056
Kruk, Łukasz; Lehoczky, John; Shreve, Steven; Yeung, Shu-Ngai
8
2004
The deferrable server algorithm for enhanced aperiodic responsiveness in hard real-time environments. Zbl 1040.68532
Strosnider, Jay K.; Lehoczky, John P.; Sha, Lui
8
1995
An asymptotic analysis of hierarchical control of manufacturing systems under uncertainty. Zbl 0742.90037
Lehoczky, John; Sethi, Suresh P.; Soner, H. M.; Taksar, Michael I.
8
1991
Superposition of renewal processes. Zbl 0723.60109
Lam, C. Y. Teresa; Lehoczky, John P.
7
1991
A stochastic extension of the Miller-Modigliani framework. Zbl 0900.90106
Sethi, S. P.; Derzko, N. A.; Lehoczky, J. P.
7
1991
Approximations for interactive Markov chains in discrete and continuous time. Zbl 0475.60049
Lehoczky, John P.
7
1980
Accuracy of state space collapse for earliest-deadline-first queues. Zbl 1129.60084
Kruk, Łukasz; Lehoczky, John; Shreve, Steven
6
2006
Statistical methods. Zbl 0701.62010
Lehoczky, John
6
1990
Integrated QoS-aware resource management and scheduling with multi-resource constraints. Zbl 1152.90442
Ghosh, Sourav; Raj Rajkumar, Ragunathan; Hansen, Jeffery; Lehoczky, John
5
2006
Path generation for quasi-Monte Carlo simulation of mortgage-backed securities. Zbl 1232.91699
Åkesson, Fredrik; Lehoczky, John P.
5
2000
Equilibrium in a simplified dynamic, stochastic economy with heterogeneous agents. Zbl 0735.90024
Karatzas, Ioannis; Lakner, Peter; Lehoczky, John P.; Shreve, Steven E.
5
1991
A diffusion approximation solution for a repairman problem with two types of failure. Zbl 0369.90046
Gaver, D. P.; Lehoczky, J. P.
5
1977
Multiple-input heavy-traffic real-time queues. Zbl 1046.60082
Kruk, Lukasz; Lehoczky, John; Shreve, Steven; Yeung, Shu-Ngai
4
2003
Trade-off analysis of real-time control performance and schedulability. Zbl 1012.68025
Seto, Danbing; Lehoczky, John P.; Sha, Lui; Shin, Kang G.
4
2001
A martingale formulation for optimal consumption/investment decision making. Zbl 0623.90001
Lehoczky, J. P.; Sethi, S. P.; Shreve, S. E.
4
1985
General solution of the stochastic price-dividend integral equation: A theory of financial valuation. Zbl 0575.90008
Sethi, S. P.; Derzko, N. A.; Lehoczky, J.
4
1984
Mathematical analysis of the Miller-Modigliani theory. Zbl 0488.90041
Sethi, S. P.; Derzko, N. A.; Lehoczky, J. P.
4
1982
Traffic intersection control and zero-switch queues under conditions of Markov chain dependence input. Zbl 0271.60116
Lehoczky, J. P.
4
1972
Explicit solution of a general consumption/investment problem. Zbl 0587.90012
Karatzas, Ioannis; Sethi, Suresh P.; Lehoczky, John P.; Shreve, Steven E.
2
1986
Diffusion approximations for the cooperative service of voice and data messages. Zbl 0482.60094
Lehoczky, J. P.; Gaver, D. P.
2
1981
A diffusion-approximation analysis of a general n-compartment system. Zbl 0364.92005
Lehoczky, John P.; Gaver, Donald P.
2
1977
Service systems with transitory demand. Zbl 0365.60103
Gaver, Donald P.; Lehoczky, John P.; Perlas, Manuel P.
2
1975
Optimality conditions for utility maximization in an incomplete market. Zbl 0704.90015
Karatzsas, Ioannis; Lehoczky, John P.; Xu, Gan-Lin
1
1990
Gaussian approximations to service problems: A communication system example. Zbl 0366.60113
Gaver, Donald P.; Lehoczky, John P.
1
1976
Random juror selection from multiple lists. Zbl 0331.62013
Kadane, Joseph B.; Lehoczky, John P.
1
1976
Heavy traffic analysis for EDF queues with reneging. Zbl 1220.60053
Kruk, Łukasz; Lehoczky, John; Ramanan, Kavita; Shreve, Steven
14
2011
Double Skorokhod map and reneging real-time queues. Zbl 1170.60314
Kruk, Łukasz; Lehoczky, John; Ramanan, Kavita; Shreve, Steven
13
2008
An explicit formula for the Skorokhod map on \([0,a]\). Zbl 1139.60017
Kruk, Lukasz; Lehoczky, John; Ramanan, Kavita; Shreve, Steven
59
2007
Accuracy of state space collapse for earliest-deadline-first queues. Zbl 1129.60084
Kruk, Łukasz; Lehoczky, John; Shreve, Steven
6
2006
Integrated QoS-aware resource management and scheduling with multi-resource constraints. Zbl 1152.90442
Ghosh, Sourav; Raj Rajkumar, Ragunathan; Hansen, Jeffery; Lehoczky, John
5
2006
Real time scheduling theory: A historical perspective. Zbl 1073.68537
Sha, Lui; Abdelzaher, Tarek; Årzén, Karl-Erik; Cervin, Anton; Baker, Theodore; Burns, Alan; Buttazzo, Giorgio; Caccamo, Marco; Lehoczky, John; Mok, Aloysius K.
20
2004
Earliest-deadline-first service in heavy-traffic acyclic networks. Zbl 1084.60056
Kruk, Łukasz; Lehoczky, John; Shreve, Steven; Yeung, Shu-Ngai
8
2004
Multiple-input heavy-traffic real-time queues. Zbl 1046.60082
Kruk, Lukasz; Lehoczky, John; Shreve, Steven; Yeung, Shu-Ngai
4
2003
Real-time queues in heavy traffic with earliest-deadline-first queue discipline. Zbl 1015.60086
Doytchinov, Bogdan; Lehoczky, John; Shreve, Steven
27
2001
Trade-off analysis of real-time control performance and schedulability. Zbl 1012.68025
Seto, Danbing; Lehoczky, John P.; Sha, Lui; Shin, Kang G.
4
2001
Path generation for quasi-Monte Carlo simulation of mortgage-backed securities. Zbl 1232.91699
Åkesson, Fredrik; Lehoczky, John P.
5
2000
The deferrable server algorithm for enhanced aperiodic responsiveness in hard real-time environments. Zbl 1040.68532
Strosnider, Jay K.; Lehoczky, John P.; Sha, Lui
8
1995
Martingale and duality methods for utility maximization in an incomplete market. Zbl 0733.93085
Karatzas, Ioannis; Lehoczky, John P.; Shreve, Steven E.; Xu, Gan-Lin
197
1991
Equilibrium models with singular asset prices. Zbl 0900.90111
Karatzas, Ioannis; Lehoczky, John P.; Shreve, Steven E.
12
1991
An asymptotic analysis of hierarchical control of manufacturing systems under uncertainty. Zbl 0742.90037
Lehoczky, John; Sethi, Suresh P.; Soner, H. M.; Taksar, Michael I.
8
1991
Superposition of renewal processes. Zbl 0723.60109
Lam, C. Y. Teresa; Lehoczky, John P.
7
1991
A stochastic extension of the Miller-Modigliani framework. Zbl 0900.90106
Sethi, S. P.; Derzko, N. A.; Lehoczky, J. P.
7
1991
Equilibrium in a simplified dynamic, stochastic economy with heterogeneous agents. Zbl 0735.90024
Karatzas, Ioannis; Lakner, Peter; Lehoczky, John P.; Shreve, Steven E.
5
1991
Existence and uniqueness of multi-agent equilibrium in a stochastic, dynamic consumption/investment model. Zbl 0707.90018
Karatzas, Ioannis; Lehoczky, John P.; Shreve, Steven E.
37
1990
Priority inheritance protocols: an approach to real-time synchronization. Zbl 1395.90151
Sha, Lui; Rajkumar, Ragunathan; Lehoczky, John P.
19
1990
Statistical methods. Zbl 0701.62010
Lehoczky, John
6
1990
Optimality conditions for utility maximization in an incomplete market. Zbl 0704.90015
Karatzsas, Ioannis; Lehoczky, John P.; Xu, Gan-Lin
1
1990
Optimal portfolio and consumption decisions for a “small investor” on a finite horizon. Zbl 0644.93066
Karatzas, Ioannis; Lehoczky, John P.; Shreve, Steven E.
257
1987
Explicit solution of a consumption/investment problem. Zbl 0622.90018
Karatzas, I.; Lehoczky, J.; Sethi, S.; Shreve, S.
85
1986
Absolutely continuous and singular stochastic control. Zbl 0564.93068
Lehoczky, J. P.; Shreve, S. E.
10
1986
Explicit solution of a general consumption/investment problem. Zbl 0587.90012
Karatzas, Ioannis; Sethi, Suresh P.; Lehoczky, John P.; Shreve, Steven E.
2
1986
A martingale formulation for optimal consumption/investment decision making. Zbl 0623.90001
Lehoczky, J. P.; Sethi, S. P.; Shreve, S. E.
4
1985
Optimal consumption for general diffusions with absorbing and reflecting barriers. Zbl 0535.93071
Shreve, S. E.; Lehoczky, J. P.; Gaver, D. P.
95
1984
Insensitivity of blocking probabilities in a circuit-switching network. Zbl 0555.60052
Burman, D. Y.; Lehoczky, J. P.; Lim, Y.
22
1984
General solution of the stochastic price-dividend integral equation: A theory of financial valuation. Zbl 0575.90008
Sethi, S. P.; Derzko, N. A.; Lehoczky, J.
4
1984
Optimal consumption and investment policies allowing consumption constraints and bankruptcy. Zbl 0526.90009
Lehoczky, J.; Sethi, S.; Shreve, S.
15
1983
Channels that cooperatively service a data stream and voice messages. Zbl 0478.94001
Gaver, Donald P.; Lehoczky, John P.
13
1982
Mathematical analysis of the Miller-Modigliani theory. Zbl 0488.90041
Sethi, S. P.; Derzko, N. A.; Lehoczky, J. P.
4
1982
Diffusion approximations for the cooperative service of voice and data messages. Zbl 0482.60094
Lehoczky, J. P.; Gaver, D. P.
2
1981
Approximations for interactive Markov chains in discrete and continuous time. Zbl 0475.60049
Lehoczky, John P.
7
1980
Formulas for stopped diffusion processes with stopping times based on the maximum. Zbl 0367.60093
Lehoczky, John P.
29
1977
A diffusion approximation solution for a repairman problem with two types of failure. Zbl 0369.90046
Gaver, D. P.; Lehoczky, J. P.
5
1977
A diffusion-approximation analysis of a general n-compartment system. Zbl 0364.92005
Lehoczky, John P.; Gaver, Donald P.
2
1977
Gaussian approximations to service problems: A communication system example. Zbl 0366.60113
Gaver, Donald P.; Lehoczky, John P.
1
1976
Random juror selection from multiple lists. Zbl 0331.62013
Kadane, Joseph B.; Lehoczky, John P.
1
1976
Service systems with transitory demand. Zbl 0365.60103
Gaver, Donald P.; Lehoczky, John P.; Perlas, Manuel P.
2
1975
Traffic intersection control and zero-switch queues under conditions of Markov chain dependence input. Zbl 0271.60116
Lehoczky, J. P.
4
1972
all top 5

Cited by 1,130 Authors

23 Shin, Yong Hyun
13 Kruk, Łukasz
12 Schachermayer, Walter
12 Sethi, Suresh P.
11 Lehoczky, John P.
10 Karatzas, Ioannis
10 Shreve, Steven E.
9 Detemple, Jerome B.
9 Guasoni, Paolo
8 Ramanan, Kavita
8 Shim, Gyoocheol
8 Žitković, Gordan
7 Atar, Rami
7 Eisenberg, Julia
7 Skiadas, Costis
7 Taksar, Michael I.
7 Zhu, Jinxia
6 Avram, Florin
6 Grandits, Peter
6 Korn, Ralf
6 Pham, Huyên
6 Schmidli, Hanspeter
6 Thonhauser, Stefan
6 Touzi, Nizar
6 Zhou, Xiaowen
5 Anderson, James H.
5 Bardhan, Indrajit
5 Bayraktar, Erhan
5 Cohen, Asaf
5 Cvitanić, Jakša
5 Ferrari, Giorgio
5 Imkeller, Peter
5 Jeon, Junkee
5 Koo, Hyeng Keun
5 Kramkov, Dmitriĭ Olegovich
5 Lee, Hoseok
5 Li, Bin
5 Lim, Byung Hwa
5 Lioui, Abraham
5 Mandjes, Michel Robertus Hendrikus
5 Mostovyi, Oleksii
5 Riedel, Frank
5 Schroder, Mark
5 Schweizer, Martin
5 Siu, Tak Kuen
5 Weerasinghe, Ananda P. N.
5 Yang, Hailiang
5 Zapatero, Fernando
5 Zariphopoulou, Thaleia
5 Zhang, Hongzhong
4 Albrecher, Hansjörg
4 Basak, Suleyman
4 Bensoussan, Alain
4 Cadenillas, Abel
4 Chao, Xiuli
4 Chen, An
4 Choi, U Jin
4 Fei, Weiyin
4 Ghosh, Arka Prasanna
4 Gozzi, Fausto
4 Guo, Junyi
4 Hadjiliadis, Olympia
4 Ivanovs, Jevgeņijs
4 Jeanblanc, Monique
4 Jouini, Elyès
4 Kella, Offer
4 Landriault, David
4 Liang, Xiaoqing
4 Liang, Zongxia
4 Muhle-Karbe, Johannes
4 Paulsen, Jostein
4 Prigent, Jean-Luc
4 Seifried, Frank Thomas
4 Sîrbu, Mihai
4 Soner, Halil Mete
4 Yin, Chuancun
4 Zervos, Mihail
4 Zheng, Harry H.
3 Ahn, Soohan
3 Alsmeyer, Gerold
3 Andersen, Lars Nørvang
3 Armero, Carmen
3 Bäuerle, Nicole
3 Biswas, Anup
3 Chen, Shumin
3 Choulli, Tahir
3 Devi, UmaMaheswari C.
3 Dong, Yinghui
3 Duffie, James Darrell
3 El Karoui, Nicole
3 Ewald, Christian-Oliver
3 Fontana, Claudio
3 Glynn, Peter W.
3 Haussmann, Ulrich G.
3 He, Hua
3 Heunis, Andrew J.
3 Højgaard, Bjarne
3 Horst, Ulrich
3 Hu, Ying
3 Hubalek, Friedrich
...and 1,030 more Authors
all top 5

Cited in 158 Serials

49 Insurance Mathematics & Economics
42 The Annals of Applied Probability
41 Mathematical Finance
39 Journal of Economic Dynamics & Control
37 Stochastic Processes and their Applications
31 European Journal of Operational Research
29 Finance and Stochastics
24 Real-Time Systems
22 Journal of Mathematical Economics
22 Queueing Systems
21 Mathematics and Financial Economics
18 Journal of Applied Probability
18 Journal of Economic Theory
18 Mathematical Methods of Operations Research
17 Quantitative Finance
15 International Journal of Theoretical and Applied Finance
13 Mathematics of Operations Research
12 Scandinavian Actuarial Journal
11 Journal of Optimization Theory and Applications
10 Journal of Mathematical Analysis and Applications
10 Applied Mathematics and Optimization
10 SIAM Journal on Control and Optimization
9 Advances in Applied Probability
9 Journal of Computational and Applied Mathematics
9 Operations Research Letters
9 Probability in the Engineering and Informational Sciences
9 Stochastic Models
9 SIAM Journal on Financial Mathematics
8 Statistics & Probability Letters
8 Annals of Operations Research
7 The Annals of Probability
7 Stochastic Analysis and Applications
7 Stochastics
6 Annals of Finance
5 Applied Mathematics and Computation
5 Automatica
5 The Journal of Mathematical Sociology
5 Journal of Statistical Planning and Inference
5 Optimization
5 Decisions in Economics and Finance
4 Stochastics
4 Theoretical Computer Science
4 Japan Journal of Industrial and Applied Mathematics
4 Stochastics and Stochastics Reports
4 Mathematical Problems in Engineering
3 Computers & Mathematics with Applications
3 International Journal of Systems Science
3 Journal of Computer and System Sciences
3 Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods
3 Journal of Complexity
3 Computers & Operations Research
3 Economics Letters
3 North American Actuarial Journal
3 Journal of Industrial and Management Optimization
3 Journal of the Korean Statistical Society
3 Blätter der DGVFM (Deutsche Gesellschaft für Versicherungs- und Finanzmathematik)
3 European Actuarial Journal
3 Statistics & Risk Modeling
3 Stochastic Systems
2 ACM Computing Surveys
2 Information Processing Letters
2 Mathematical Biosciences
2 Mathematical Notes
2 Chaos, Solitons and Fractals
2 Operations Research
2 Optimal Control Applications & Methods
2 Mathematical Social Sciences
2 Acta Mathematicae Applicatae Sinica. English Series
2 Journal of Theoretical Probability
2 Mathematical and Computer Modelling
2 Discrete Event Dynamic Systems
2 Communications in Partial Differential Equations
2 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques
2 Mathematical Programming. Series A. Series B
2 Cybernetics and Systems Analysis
2 Applied Mathematics. Series B (English Edition)
2 Theory of Probability and Mathematical Statistics
2 Economic Theory
2 Bernoulli
2 Discrete Dynamics in Nature and Society
2 Methodology and Computing in Applied Probability
2 Journal of Systems Science and Complexity
2 Stochastics and Dynamics
2 Asia-Pacific Financial Markets
2 Computational Management Science
2 East Asian Mathematical Journal
2 International Journal of Stochastic Analysis
2 Journal of Probability and Statistics
1 The Canadian Journal of Statistics
1 Journal of Engineering Mathematics
1 Moscow University Mathematics Bulletin
1 The Annals of Statistics
1 Annales Universitatis Mariae Curie-Skłodowska. Sectio A. Mathematica
1 Illinois Journal of Mathematics
1 Information Sciences
1 Journal of Differential Equations
1 Journal of Econometrics
1 Journal of Soviet Mathematics
1 Mathematische Annalen
1 Naval Research Logistics
...and 58 more Serials

Citations by Year