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Faculty of Mathematics

 

 

Professor of the Mathematics of Systems

Research Interests: Random processes, networks and optimization

 

Publications

An investigation of proportionally fair ramp metering
RJ Gibbens, FP Kelly
– 2011 14th International IEEE Conference on Intelligent Transportation Systems (ITSC)
(2011)
490
Explicit congestion control: charging, fairness and admission management
F Kelly, G Raina
(2011)
9780521113687,
257
Reversibility and stochastic networks
FP Kelly
(2011)
The mathematics of traffic in networks
F Kelly
(2010)
862
Heavy traffic on a controlled motorway
FP Kelly, RJ Williams
(2010)
378,
416
Resource pooling in congested networks: proportional fairness and product form
F Kelly, L Massoulie, N Walton
– Queueing Systems
(2009)
63,
165
State space collapse and diffusion approximation for a network operating under a fair bandwidth sharing policy
WN Kang, FP Kelly, NH Lee, RJ Williams
– The Annals of Applied Probability
(2009)
19,
1719
State space collapse and diffusion approximation for a network operating under a fair bandwidth sharing policy
WN Kang, FP Kelly, NH Lee, RJ Williams
– Annals of Applied Probability
(2009)
19,
1719
Fixed point models of loss networks
FP KELLY
– The ANZIAM Journal
(2009)
31,
204
Stochastic models with electrical analogues
FP KELLY
– Mathematical Proceedings of the Cambridge Philosophical Society
(2008)
80,
145
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Research Groups

DPMMS retired
Probability
Applied Probability
Mathematical Finance and Operational Research
Statistical Laboratory

Room

D1.14

Telephone

01223 337963