Alternative fluid approximation approach for the steady-state distribution of the two-sided reflected Markov modulated Brownian motion and its computation (Q2515860): Difference between revisions

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Latest revision as of 14:52, 10 July 2024

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Alternative fluid approximation approach for the steady-state distribution of the two-sided reflected Markov modulated Brownian motion and its computation
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    Alternative fluid approximation approach for the steady-state distribution of the two-sided reflected Markov modulated Brownian motion and its computation (English)
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    7 August 2015
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    Markov modulated Brownian motion
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    steady-state distribution
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    weak convergence
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    duality
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    quadratically convergent algorithm
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