Maximum level and hitting probabilities in stochastic fluid flows using matrix differential Riccati equations (Q539515): Difference between revisions
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| Property / Mathematics Subject Classification ID | |||
| Property / Mathematics Subject Classification ID: 60K25 / rank | |||
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| Property / Mathematics Subject Classification ID | |||
| Property / Mathematics Subject Classification ID: 60J27 / rank | |||
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| Property / zbMATH DE Number | |||
| Property / zbMATH DE Number: 5900892 / rank | |||
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fluid queues | |||
| Property / zbMATH Keywords: fluid queues / rank | |||
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matrix differential Riccati equations | |||
| Property / zbMATH Keywords: matrix differential Riccati equations / rank | |||
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Markov chains | |||
| Property / zbMATH Keywords: Markov chains / rank | |||
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Revision as of 10:51, 1 July 2023
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Maximum level and hitting probabilities in stochastic fluid flows using matrix differential Riccati equations |
scientific article |
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Maximum level and hitting probabilities in stochastic fluid flows using matrix differential Riccati equations (English)
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30 May 2011
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fluid queues
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matrix differential Riccati equations
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Markov chains
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