ALGORITHMS FOR RETURN PROBABILITIES FOR STOCHASTIC FLUID FLOWS
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Cites work
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- A note on the minimal nonnegative solution of a nonsymmetric algebraic Riccati equation
- Algorithm 432 [C2]: Solution of the matrix equation AX + XB = C [F4]
- Convergence analysis of the Latouche--Ramaswami algorithm for null recurrent quasi-birth-death processes
- Fluid models in queueing theory and Wiener-Hopf factorization of Markov chains
- How and Why to Solve the Operator Equation AX −XB = Y
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- scientific article; zbMATH DE number 3381785 (Why is no real title available?)
- Introduction to Matrix Analytic Methods in Stochastic Modeling
- Newton's iteration for non-linear equations in Markov chains
- Non-negative matrices and Markov chains. 2nd ed
- Nonsymmetric algebraic Riccati equations and Wiener-Hopf factorization for M-matrices
- On the iterative solution of a class of nonsymmetric algebraic Riccati equations
- On the Solution of a Nonlinear Matrix Equation Arising in Queueing Problems
- Solution of the Sylvester matrix equation AXB T + CXD T = E
- Stationary distributions for fluid flow models with or without brownian noise
- Transient Analysis of Fluid Flow Models via Stochastic Coupling to a Queue
Cited in
(44)- Fluid queues with level dependent evolution
- Algorithms for the Laplace-Stieltjes transforms of first return times for stochastic fluid flows
- A MAP-modulated fluid flow model with multiple vacations
- Modified alternately linearized implicit iteration method for M-matrix algebraic Riccati equations
- Stochastic fluid model with jumps: the bounded model
- Solvability and different solutions of the operator equation \(XAX=BX\)
- RAP-modulated fluid processes: first passages and the stationary distribution
- Fluid flow model for energy-aware server performance evaluation
- The analysis of cyclic stochastic fluid flows with time-varying transition rates
- Computing the exponential of large block-triangular block-Toeplitz matrices encountered in fluid queues
- Two-Dimensional Fluid Queues with Temporary Assistance
- Multi-stage stochastic fluid models for congestion control
- A quadratically convergent algorithm for first passage time distributions in the Markov-modulated Brownian motion
- Construction of algorithms for discrete-time quasi-birth-and-death processes through physical interpretation
- Volume and duration of losses in finite buffer fluid queues
- Numerical solution of Riccati equation using operational matrix method with Chebyshev polynomials
- Optimal Inventory Policies Under Stochastic Production and Demand Rates
- HITTING PROBABILITIES AND HITTING TIMES FOR STOCHASTIC FLUID FLOWS: THE BOUNDED MODEL
- Dependent Risk Models with Bivariate Phase-Type Distributions
- The stochastic fluid-fluid model: a stochastic fluid model driven by an uncountable-state process, which is a stochastic fluid model itself
- Parisian types of ruin probabilities for a class of dependent risk-reserve processes
- Perturbation analysis of Markov modulated fluid models
- On the generalized reward generator for stochastic fluid models: a new equation for \(\Psi\)
- Stationary distributions for a class of Markov-modulated tandem fluid queues
- A stochastic two-dimensional fluid model
- Transient analysis of fluid flow models via matrix decomposition
- Rate of strong convergence to Markov-modulated Brownian motion
- Matrix-analytic methods for the analysis of stochastic fluid-fluid models
- Doubling algorithm for nonsymmetric algebraic Riccati equations based on a generalized transformation
- Yaglom limit for stochastic fluid models
- Highly accurate doubling algorithms for \(M\)-matrix algebraic Riccati equations
- Extremes of Markov-additive processes with one-sided jumps, with queueing applications
- Maximum level and hitting probabilities in stochastic fluid flows using matrix differential Riccati equations
- Singularly perturbed Markov modulated fluid queues
- Erlangian Approximations for the Transient Analysis of a Fluid Queue Model for Forest Fire Perimeter
- A generalized ALI iteration method for nonsymmetric algebraic Riccati equations
- Finding an NARE whose minimal nonnegative solution represents first passage quantities in the two-dimensional Brownian motion
- On certain classes of nonlinear matrix equations: theory, applications, and numerical solution
- Transforming algebraic Riccati equations into unilateral quadratic matrix equations
- Modeling and analysis of energy-harvesting devices with temporal inactivity: a Markov fluid queue approach for cost-optimal battery sizing
- On the solution of algebraic Riccati equations arising in fluid queues
- Simulation of N-dimensional second-order fluid models with different absorbing, reflecting and mixed barriers
- Newton's iteration for the extinction probability of a Markovian binary tree
- Performance measures of a multi-layer Markovian fluid model
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