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A Markov Model of a Limit Order Book: Thresholds, Recurrence, and Trading Strategies.

, and . Math. Oper. Res., 43 (1): 181-203 (2018)

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Socially Optimal Charging Strategies for Electric Vehicles., and . IEEE Trans. Automat. Contr., 60 (3): 837-842 (2015)A Markov Model of a Limit Order Book: Thresholds, Recurrence, and Trading Strategies., and . Math. Oper. Res., 43 (1): 181-203 (2018)Instability of natural load balancing in large-scale flexible-server systems., and . Allerton, page 361-368. IEEE, (2011)Introduction to representation theory, , , , , , and . (2009)cite arxiv:0901.0827 Comment: 108 pages. In the latest version, misprints and errors were corrected and new exercises were added, in particular ones suggested by Darij Grinberg.