Edit Profile (opens in new tab) Browne, Sid Co-Author Distance Author ID: browne.sid Published as: Browne, Sid Documents Indexed: 22 Publications since 1989 Co-Authors: 11 Co-Authors with 13 Joint Publications 478 Co-Co-Authors all top 5 Co-Authors 8 single-authored 3 Yechiali, Uri 2 Coffman, Edward Grady jun. 2 Gilbert, Edgar Nelson 2 Whitt, Ward 2 Wright, Paul E. 1 Apostolico, Alberto 1 Bunge, John 1 Glazebrook, Kevin D. 1 Guerra, Concettina 1 Kella, Offer 1 Sigman, Karl 1 Steele, J. Michael 1 Weiss, Gideon all top 5 Serials 4 Advances in Applied Probability 3 Journal of Applied Probability 2 Mathematics of Operations Research 2 Naval Research Logistics 2 Operations Research 2 Probability in the Engineering and Informational Sciences 1 Management Science 1 Theoretical Computer Science 1 Operations Research Letters 1 SIAM Journal on Applied Mathematics 1 Stochastic Processes and their Applications 1 Finance and Stochastics all top 5 Fields 15 Probability theory and stochastic processes (60-XX) 9 Operations research, mathematical programming (90-XX) 9 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 7 Systems theory; control (93-XX) 2 Computer science (68-XX) 1 Approximations and expansions (41-XX) 1 Integral equations (45-XX) 1 Statistics (62-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 21 Publications have been cited 840 times in 709 Documents Cited by ▼ Year ▼ Optimal investment policies for a firm with a random risk process: exponential utility and minimizing the probability of ruin. Zbl 0846.90012Browne, Sid 295 1995 Scheduling deteriorating jobs on a single processor. Zbl 0703.90051Browne, Sid; Yechiali, Uri 201 1990 Beating a moving target: optimal portfolio strategies for outperforming a stochastic benchmark. Zbl 1047.91025Browne, Sid 66 1999 Survival and growth with a liability: optimal portfolio strategies in continuous time. Zbl 0883.90011Browne, Sid 59 1997 Reaching goals by a deadline: digital options and continuous-time active portfolio management. Zbl 0963.91053Browne, Sid 38 1999 Stochastic differential portfolio games. Zbl 0984.91017Browne, Sid 36 2000 Piecewise-linear diffusion processes. Zbl 0845.60087Browne, Sid; Whitt, Ward 25 1995 Risk-constrained dynamic active portfolio management. Zbl 1232.91612Browne, Sid 22 2000 Portfolio choice and the Bayesian Kelly criterion. Zbl 0867.90010Browne, Sid; Whitt, Ward 21 1996 Dynamic priority rules for cyclic-type queues. Zbl 0672.60092Browne, Sid; Yechiali, Uri 18 1989 Work-modulated queues with applications to storage processes. Zbl 0755.60077Browne, Sid; Sigman, Karl 17 1992 The return on investment from proportional portfolio strategies. Zbl 0904.90008Browne, Sid 13 1998 Parallel service with vacations. Zbl 0842.90041Browne, Sid; Kella, Offer 8 1995 Fast linear-space computations of longest common subsequences. Zbl 0747.68019Apostolico, A.; Browne, S.; Guerra, C. 8 1992 Gated, exhaustive, parallel service. Zbl 1134.68320Browne, Sid; Coffman, E. G. jun.; Gilbert, E. N.; Wright, Paul E. 7 1992 Transient behavior of coverage processes with applications to the infinite-server queue. Zbl 0781.60013Browne, Sid; Steele, J. Michael 4 1993 Dynamic scheduling in single-server multiclass service systems with unit buffers. Zbl 0725.90033Browne, Sid; Yechiali, Uri 3 1991 Dynamic priority rules when polling with multiple parallel servers. Zbl 0759.90035Browne, Sid; Weiss, Gideon 3 1992 Optimal growth in continuous-time with credit risk. Zbl 1002.91035Browne, Sid 2 1999 Random record processes and state dependent thinning. Zbl 0813.60045Browne, Sid; Bunge, John 1 1995 The gates infinite-server queue: Uniform service times. Zbl 0790.90038Browne, Sid; Coffman, E. G. jun.; Gilbert, E. N.; Wright, Paul E. 1 1992 Stochastic differential portfolio games. Zbl 0984.91017Browne, Sid 36 2000 Risk-constrained dynamic active portfolio management. Zbl 1232.91612Browne, Sid 22 2000 Beating a moving target: optimal portfolio strategies for outperforming a stochastic benchmark. Zbl 1047.91025Browne, Sid 66 1999 Reaching goals by a deadline: digital options and continuous-time active portfolio management. Zbl 0963.91053Browne, Sid 38 1999 Optimal growth in continuous-time with credit risk. Zbl 1002.91035Browne, Sid 2 1999 The return on investment from proportional portfolio strategies. Zbl 0904.90008Browne, Sid 13 1998 Survival and growth with a liability: optimal portfolio strategies in continuous time. Zbl 0883.90011Browne, Sid 59 1997 Portfolio choice and the Bayesian Kelly criterion. Zbl 0867.90010Browne, Sid; Whitt, Ward 21 1996 Optimal investment policies for a firm with a random risk process: exponential utility and minimizing the probability of ruin. Zbl 0846.90012Browne, Sid 295 1995 Piecewise-linear diffusion processes. Zbl 0845.60087Browne, Sid; Whitt, Ward 25 1995 Parallel service with vacations. Zbl 0842.90041Browne, Sid; Kella, Offer 8 1995 Random record processes and state dependent thinning. Zbl 0813.60045Browne, Sid; Bunge, John 1 1995 Transient behavior of coverage processes with applications to the infinite-server queue. Zbl 0781.60013Browne, Sid; Steele, J. Michael 4 1993 Work-modulated queues with applications to storage processes. Zbl 0755.60077Browne, Sid; Sigman, Karl 17 1992 Fast linear-space computations of longest common subsequences. Zbl 0747.68019Apostolico, A.; Browne, S.; Guerra, C. 8 1992 Gated, exhaustive, parallel service. Zbl 1134.68320Browne, Sid; Coffman, E. G. jun.; Gilbert, E. N.; Wright, Paul E. 7 1992 Dynamic priority rules when polling with multiple parallel servers. Zbl 0759.90035Browne, Sid; Weiss, Gideon 3 1992 The gates infinite-server queue: Uniform service times. Zbl 0790.90038Browne, Sid; Coffman, E. G. jun.; Gilbert, E. N.; Wright, Paul E. 1 1992 Dynamic scheduling in single-server multiclass service systems with unit buffers. Zbl 0725.90033Browne, Sid; Yechiali, Uri 3 1991 Scheduling deteriorating jobs on a single processor. Zbl 0703.90051Browne, Sid; Yechiali, Uri 201 1990 Dynamic priority rules for cyclic-type queues. Zbl 0672.60092Browne, Sid; Yechiali, Uri 18 1989 all cited Publications top 5 cited Publications all top 5 Cited by 967 Authors 20 Young, Virginia R. 19 Liang, Zhibin 18 Cheng, Tai-Chiu Edwin 17 Zhao, Hui 16 Lee, Wen-Chiung 15 Guo, Junyi 15 Rong, Ximin 14 Wang, Jibo 13 Yuen, Kam Chuen 11 Bayraktar, Erhan 11 Jin, Zhuo 11 Zeng, Yan 10 Li, Zhongfei 10 Yang, Dar-Li 10 Zhang, Xin 10 Zhao, Chuanli 9 Bai, Lihua 9 Bi, Junna 9 Hsu, Chou-Jung 9 Luo, Shangzhen 9 Shen, Yang 9 Siu, Tak Kuen 9 Yang, Hailiang 9 Zhou, Jieming 8 Guan, Guohui 8 Ji, Min 7 Huang, Ya 7 Pardalos, Panos M. 7 Pei, Jun 6 Han, Xia 6 Liang, Zongxia 6 Lin, Xiang 6 Liu, Ming 6 Liu, Xinbao 6 Mosheiov, Gur 6 Sun, Zhongyang 6 Tang, Hengyong 6 Wu, Chin-Chia 6 Xu, Lin 6 Yin, Yunqiang 6 Zeng, Xudong 5 Bai, Yanfei 5 Boxma, Onno Johan 5 Deng, Chao 5 Gerrard, Russell 5 Hu, Yijun 5 Lai, Peng-Jen 5 Li, Danping 5 Liang, Xiaoqing 5 Miao, Cuixia 5 Perry, David 5 Taksar, Michael I. 5 Wang, Rongming 5 Wu, Wen-Hsiang 5 Yechiali, Uri 5 Yuan, Jinjiang 5 Zhang, Xingong 5 Zheng, Feifeng 5 Zhou, Ming 4 Baltas, Ioannis D. 4 Bertail, Patrice 4 Chen, Lv 4 Chu, Chengbin 4 Clémençon, Stéphan 4 Deng, Yingchun 4 Ding, Qing 4 Elliott, Robert James 4 Evstigneev, Igor V. 4 Gao, Rui 4 Huang, Xue 4 Korn, Ralf 4 Koulamas, Christos P. 4 Kyparisis, George J. 4 Meng, Hui 4 Nagai, Hideo 4 Ng, C. T. Daniel 4 Qian, Linyi 4 Toksari, Mehmet Duran 4 Viens, Frederi G. 4 Vigna, Elena 4 Wang, Mingming 4 Wei, Jiaqin 4 Wu, Wen-Hung 4 Xiao, Helu 4 Xiong, Jie 4 Xu, Yinfeng 4 Yang, Peng 4 Yang, Shanlin 4 Yang, Xiangqun 4 Yannacopoulos, Athanasios N. 4 Yao, Dingjun 4 Yuan, Yu 4 Zhang, Nan 4 Zhou, Zhongbao 4 Zou, Juan 4 Zwart, Bert P. 3 A, Chunxiang 3 Barro, Diana 3 Bäuerle, Nicole 3 Borst, Sem C. ...and 867 more Authors all top 5 Cited in 134 Serials 87 Insurance Mathematics & Economics 29 European Journal of Operational Research 26 Scandinavian Actuarial Journal 25 Journal of Industrial and Management Optimization 24 Queueing Systems 21 Mathematical Problems in Engineering 20 Quantitative Finance 18 Computers & Operations Research 18 Communications in Statistics. Theory and Methods 17 Applied Mathematical Modelling 16 Journal of Computational and Applied Mathematics 13 Information Processing Letters 13 Applied Mathematics and Computation 13 Annals of Operations Research 13 North American Actuarial Journal 11 Theoretical Computer Science 11 ASTIN Bulletin 11 Optimization Letters 10 Mathematical Methods of Operations Research 9 Operations Research Letters 9 Mathematical Finance 9 Journal of Systems Science and Complexity 8 Asia-Pacific Journal of Operational Research 8 Discrete Dynamics in Nature and Society 8 International Journal of Theoretical and Applied Finance 7 Journal of Applied Probability 7 Acta Mathematicae Applicatae Sinica. English Series 7 Optimization 7 Journal of Economic Dynamics & Control 7 The Annals of Applied Probability 7 Journal of Combinatorial Optimization 6 Computers & Mathematics with Applications 6 Automatica 6 Journal of Optimization Theory and Applications 6 Statistics & Probability Letters 6 Journal of Scheduling 6 Probability in the Engineering and Informational Sciences 6 Journal of Applied Mathematics and Computing 6 Engineering Optimization 5 International Journal of Control 5 Methodology and Computing in Applied Probability 5 SIAM Journal on Financial Mathematics 4 Discrete Applied Mathematics 4 International Journal of Systems Science 4 Journal of Mathematical Analysis and Applications 4 Stochastic Processes and their Applications 4 RAIRO. Operations Research 4 Applied Stochastic Models in Business and Industry 4 The ANZIAM Journal 3 Advances in Applied Probability 3 Information Sciences 3 Japan Journal of Industrial and Applied Mathematics 3 Journal of Global Optimization 3 Computational and Applied Mathematics 3 Finance and Stochastics 3 Decisions in Economics and Finance 3 European Actuarial Journal 3 Stochastic Systems 2 Applied Mathematics and Optimization 2 Operations Research 2 SIAM Journal on Control and Optimization 2 Stochastic Analysis and Applications 2 Mathematical and Computer Modelling 2 Automation and Remote Control 2 Applied Mathematics. Series B (English Edition) 2 Applied Mathematical Finance 2 Acta Mathematica Sinica. English Series 2 Stochastic Models 2 Iranian Journal of Science and Technology. Transaction A: Science 2 Frontiers of Mathematics in China 2 Annals of Finance 2 Mathematical Control and Related Fields 2 Journal of the Operations Research Society of China 2 Journal of Dynamics and Games 2 International Journal of Systems Science. Principles and Applications of Systems and Integration 1 Journal of Engineering Mathematics 1 Physica A 1 Journal of Economic Theory 1 Journal of Econometrics 1 Journal of Mathematical Economics 1 Kybernetes 1 Kybernetika 1 Mathematics of Operations Research 1 Naval Research Logistics 1 Proceedings of the Japan Academy. Series A 1 SIAM Journal on Numerical Analysis 1 Optimal Control Applications & Methods 1 Journal of Information & Optimization Sciences 1 Bulletin of the Korean Mathematical Society 1 American Journal of Mathematical and Management Sciences 1 Probability Theory and Related Fields 1 Sequential Analysis 1 Journal of Complexity 1 Statistical Science 1 Computational Mathematics and Mathematical Physics 1 International Journal of Computer Mathematics 1 SIAM Review 1 Computational Statistics and Data Analysis 1 ZOR. Zeitschrift für Operations Research 1 International Journal of Robust and Nonlinear Control ...and 34 more Serials all top 5 Cited in 16 Fields 422 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 272 Operations research, mathematical programming (90-XX) 202 Probability theory and stochastic processes (60-XX) 179 Systems theory; control (93-XX) 62 Calculus of variations and optimal control; optimization (49-XX) 62 Computer science (68-XX) 56 Statistics (62-XX) 16 Partial differential equations (35-XX) 10 Numerical analysis (65-XX) 4 Ordinary differential equations (34-XX) 3 Integral equations (45-XX) 2 Mechanics of particles and systems (70-XX) 1 Approximations and expansions (41-XX) 1 Mechanics of deformable solids (74-XX) 1 Biology and other natural sciences (92-XX) 1 Information and communication theory, circuits (94-XX) Citations by Year