Chihoon Lee

Available identifiers

List of research outcomes

Publication	Date of Publication	Type
Parameter inference and model selection in deterministic and stochastic dynamical models via approximate Bayesian computation: modeling a wildlife epidemic	2023-12-18	Paper
ENTROPY FLOW AND DE BRUIJN'S IDENTITY FOR A CLASS OF STOCHASTIC DIFFERENTIAL EQUATIONS DRIVEN BY FRACTIONAL BROWNIAN MOTION	2022-11-18	Paper
Optimal Control of a Time-Varying Double-Ended Production Queueing Model	2022-06-24	Paper
Stationary distribution convergence of the offered waiting processes in heavy traffic under general patience time scaling	2022-01-24	Paper
On the optimal design of the randomized unbiased Monte Carlo estimators	2021-12-13	Paper
Non-convex isotonic regression via the Myersonian approach	2021-11-12	Paper
Optimal pricing barriers in a regulated market using reflected diffusion processes	2021-07-16	Paper
Stationary distribution convergence of the offered waiting processes for $GI/GI/1+GI$ queues in heavy traffic	2020-02-26	Paper
On pricing barrier control in a regime-switching regulated market	2019-09-26	Paper
A multivariate distance nonlinear causality test based on partial distance correlation: a machine learning application to energy futures	2019-09-26	Paper
A penalized simulated maximum likelihood method to estimate parameters for SDEs with measurement error	2019-06-03	Paper
Pathogen transfer through environment–host contact: an agent-based queueing theoretic framework	2018-12-04	Paper
A penalized simulated maximum likelihood approach in parameter estimation for stochastic differential equations	2018-11-23	Paper
Optimal pricing and capacity sizing for the $GI/GI/1$ queue	2018-09-28	Paper
Single-transform formulas for pricing Asian options in a general approximation framework under Markov processes	2018-05-30	Paper
How to Tell a Bad Filter Through Monte Carlo Simulations	2017-07-27	Paper
On drift parameter estimation for reflected fractional Ornstein–Uhlenbeck processes	2016-11-25	Paper
Parameter estimation for reflected Ornstein-Uhlenbeck processes with discrete observations	2015-10-05	Paper
Non-Markovian State-Dependent Networks in Critical Loading	2015-03-20	Paper
Drift Parameter Estimation for a Reflected Fractional Brownian Motion Based on its Local Time	2013-06-26	Paper
Bounds on exponential moments of hitting times for reflected processes on the positive orthant	2012-06-11	Paper
Sequential maximum likelihood estimation for reflected Ornstein-Uhlenbeck processes	2012-05-04	Paper
Ergodic Rate Control Problem for Single Class Queueing Networks	2011-11-10	Paper
A Geometric Drift Inequality for a Reflected Fractional Brownian Motion Process on the Positive Orthant	2011-10-25	Paper
Convergence of a queueing system in heavy traffic with general patience-time distributions	2011-10-11	Paper
Stationarity and control of a tandem fluid network with fractional Brownian motion input	2011-10-10	Paper
On moment stability properties for a class of state-dependent stochastic networks	2011-08-17	Paper
Stationary Distribution Convergence for Generalized Jackson Networks in Heavy Traffic	2011-04-27	Paper
On the Return Time for a Reflected Fractional Brownian Motion Process on the Positive Orthant	2011-04-05	Paper
$V$-uniform ergodicity for state-dependent single class queueing networks	2010-05-21	Paper
Long time asymptotics for constrained diffusions in polyhedral domains	2007-07-27	Paper
A survey of numerical methods for nonlinear filtering problems	2007-06-29	Paper
https://portal.mardi4nfdi.de/entity/Q4739172	2004-08-12	Paper

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