Diffusion approximation for storage processes

DOI10.1016/0167-6377(83)90060-3MaRDI QIDQ1051970zbMATH OpenOpenAlexFDO

Authors Keigo Yamada

Publication date 1983

Published in Operations Research Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0167-6377(83)90060-3

zbMATH Keywords

diffusion approximationlimit theoremmartingale approachstorage processes

Mathematics Subject Classification ID

Convergence of probability measures (60B10) Diffusion processes (60J60) Applications of queueing theory (congestion, allocation, storage, traffic, etc.) (60K30) Inventory, storage, reservoirs (90B05)

Cites work

• scientific article; zbMATH DE number 6458575 (Why is no real title available?)
• A stochastic integral in storage theory
• Heavy Traffic Limit Theorems for Queues: A Survey
• Weak convergence of probability measures and random functions in the function space D[0,∞)

Cited in

(2)

• Diffusion approximation of a special bandwidth sharing model via infinitesimal generators with a lifting-projection method
• A diffusion approximation for a network of reservoirs with power law release rule

This page was built for publication: Diffusion approximation for storage processes

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1051970)