Maximum level and hitting probabilities in stochastic fluid flows using matrix differential Riccati equations (Q539515)

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Maximum level and hitting probabilities in stochastic fluid flows using matrix differential Riccati equations
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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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