Professor of the Mathematics of Systems
Research Interests: Random processes, networks and optimization
Publications
Resource pooling in electricity grids: wind, storage and transmission
– Queueing Systems
(2022)
100,
461
(doi: 10.1007/s11134-022-09801-7)
Peter Whittle, 1927–2021
– Journal of the Royal Statistical Society: Series A (Statistics in Society)
(2021)
185,
434
(doi: 10.1111/rssa.12748)
HPCC: High precision congestion control
– SIGCOMM 2019 - Proceedings of the 2019 Conference of the ACM Special Interest Group on Data Communication
(2019)
44
(doi: 10.1145/3341302.3342085)
A Markov Model of a Limit Order Book: Thresholds, Recurrence, and Trading Strategies
– Mathematics of Operations Research
(2018)
43,
181
(doi: 10.1287/moor.2017.0857)
Rate control for communication networks: shadow prices, proportional fairness and stability
– Journal of the Operational Research Society
(2017)
49,
237
(doi: 10.1038/sj.jors.2600523)
Markov Point Processes
– Journal of the London Mathematical Society
(2016)
s2-15,
188
(doi: 10.1112/jlms/s2-15.1.188)
On stochastic population models in genetics
– Journal of Applied Probability
(2016)
13,
127
(doi: 10.1017/s002190020004907x)
Braess's paradox in a loss network
– Journal of Applied Probability
(2016)
34,
155
(doi: 10.2307/3215183)
A paradox of congestion in a queuing network
– Journal of Applied Probability
(2016)
27,
730
(doi: 10.2307/3214558)
The asymptotic behaviour of an invasion process
– Journal of Applied Probability
(2016)
14,
584
(doi: 10.2307/3213461)
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