D'AURIA, BERNARDO
D'AURIA, BERNARDO
Dipartimento di Matematica "Tullio Levi-Civita" - DM
A class of ito diffusions with known terminal value and specified optimal barrier
2020 D'Auria, B.; Ferriero, A.
A computational study of local search algorithms for Italian high-school timetabling
2007 Avella, P; D'Auria, B; Salerno, S; Vasil'Ev, I
A LP-based heuristic for a time-constrained routing problem
2006 Avella, P.; D'Auria, B.; Salerno, S.
A queueing system of finite capacity with the server requiring a priority search for customers
2000 P Bocharov, P.; D'Apice, C.; D'Auria, B.; Salerno, S.
A short note on the monotonicity of the Erlang C formula in the Halfin-Whitt regime
2012 D'Auria, B
An M/M/c queue with queueing-time dependent service rates
2022 D'Auria, B; Adan, Ijbf; Bekker, R; Kulkarni, V
Anticipative information in a Brownian−Poisson market
2022 D'Auria, B.; Salmeron, J. A.
Closed queueing networks under congestion: Nonbottleneck independence and bottleneck convergence
2013 Anselmi, J.; D'Auria, B.; Walton, N.
Conditioned tandem networks
2022 D'Auria, Bernardo
Data network models of burstiness
2006 D'Auria, B; Resnick, Si
Discounted Optimal Stopping of a Brownian Bridge, with Application to American Options under Pinning
2020 D’Auria, Bernardo; García-Portugués, Eduardo; Guada, Abel
First Passage of a Markov Additive Process and Generalized Jordan Chains
2010 D‘auria, Bernardo; Ivanovs, Jevgenijs; Kella, Offer; Mandjes, Michel
Insider information and its relation with the arbitrage condition and the utility maximization problem
2019 D'Auria, Bernardo; Salmerón, José Antonio
Limit behavior of fluid queues and networks
2005 D'Auria, B.; Samorodnitsky, G.
M/M/ Queue with ON-OFF Service Speeds
2013 D'Auria, B.
M/M/∞ queues in semi-Markovian random environment
2008 D'Auria, B.
Markov modulation of a two-sided reflected Brownian motion with application to fluid queues
2012 D'Auria, B; Kella, O
Near-optimal solutions of large-scale single-machine scheduling problems
2005 Avella, P.; Boccia, M.; D'Auria, B.
Optimal exercise of American options under time-dependent Ornstein–Uhlenbeck processes
2024 Azze, Abel; D'Auria, Bernardo; García-Portugués, Eduardo
Proportional switching in first-in, first-out networks
2017 Bramson, M.; D'Auria, B.; Walton, N.