Efficient algorithms for transient analysis of stochastic fluid flow models
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Cites work
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- A logarithmic reduction algorithm for quasi-birth-death processes
- Busy period analysis, rare events and transient behavior in fluid flow models
- Channels that Cooperatively Service a Data Stream and Voice Messages
- Fluid Flow Models and Queues—A Connection by Stochastic Coupling
- Fluid models in queueing theory and Wiener-Hopf factorization of Markov chains
- Introduction to Matrix Analytic Methods in Stochastic Modeling
- 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
(58)- A threshold policy in a Markov-modulated production system with server vacation: the case of continuous and batch supplies
- scientific article; zbMATH DE number 1172030 (Why is no real title available?)
- The analysis of cyclic stochastic fluid flows with time-varying transition rates
- Waiting time and queue length analysis of Markov-modulated fluid priority queues
- Matrix-analytic methods for the analysis of stochastic fluid-fluid models
- Analysis of a threshold dividend strategy for a MAP risk model
- The stochastic fluid-fluid model: a stochastic fluid model driven by an uncountable-state process, which is a stochastic fluid model itself
- HITTING PROBABILITIES AND HITTING TIMES FOR STOCHASTIC FLUID FLOWS: THE BOUNDED MODEL
- A make-to-stock production/inventory model with MAP arrivals and phase-type demands
- A jump-fluid production-inventory model with a double band control
- Distribution of busy period in stochastic fluid models1
- Algorithms for the Laplace-Stieltjes transforms of first return times for stochastic fluid flows
- A probabilistic approach to the stochastic fluid cash management balance problem
- Transient and asymptotic analysis of general Markov fluid models
- Passage times in fluid models with application to risk processes
- Time dependent analysis of finite buffer fluid flows and risk models with a dividend barrier
- An IBNR-RBNS insurance risk model with marked Poisson arrivals
- Stationary analysis of a constrained Markov fluid model with two buffers
- Approximations for time-dependent distributions in Markovian fluid models
- Transient Analysis of Fluid Models via Elementary Level-Crossing Arguments
- Stochastic model for maintenance in continuously deteriorating systems
- The Erlangization method for Markovian fluid flows
- Markov-modulated fluid flow model with server maintenance period
- Recursive calculation of the dividend moments in a multi-threshold risk model
- “Recursive Calculation of the Dividend Moments in a Multi-Threshold Risk Model,” Andrei Badescu and David Landriault, January 2008
- Multi-stage stochastic fluid models for congestion control
- Fluid Models with Burst Arrivals: A Sample Path Analysis
- Highly accurate doubling algorithm for quadratic matrix equation from quasi-birth-and-death process
- A stochastic two-dimensional fluid model
- Gerber-Shiu analysis with two-sided acceptable levels
- Extremes of Markov-additive processes with one-sided jumps, with queueing applications
- Analysis of Markov-modulated fluid polling systems with gated discipline
- A fluid EOQ model with Markovian environment
- Efficient analysis of the MMAP[\(K\)]/PH[\(K\)]/1 priority queue
- Performance measures of a multi-layer Markovian fluid model
- On a class of dependent Sparre Andersen risk models and a bailout application
- Highly accurate Latouche-Ramaswami logarithmic reduction algorithm for quasi-birth-and-death process
- A transient analysis of Markov fluid models with jumps
- Yaglom limit for stochastic fluid models
- Production-inventory systems in stochastic environment and stochastic lead times
- Taboo probability on a simple fluid flow model
- A MAP-modulated fluid flow model with multiple vacations
- A Markov-modulated fluid flow queueing model under D-policy
- Finding an NARE whose minimal nonnegative solution represents first passage quantities in the two-dimensional Brownian motion
- Analysis of a generalized penalty function in a semi-Markovian risk model
- Transient analysis of fluid flow models via matrix decomposition
- Busy period analysis, rare events and transient behavior in fluid flow models
- On the analysis of a multi-threshold Markovian risk model
- Transient analysis of Markov-fluid-driven queues
- On the analysis of the Gerber-Shiu discounted penalty function for risk processes with Markovian arrivals
- Time-dependent and stationary analyses of two-sided reflected Markov-modulated Brownian motion with bilateral ph-type jumps
- Transient and first passage time distributions of first- and second-order multi-regime Markov fluid queues via ME-fication
- Steady-state and first passage time distributions for waiting times in the MAP/M/s+G queueing model with generally distributed patience times
- Transient Analysis of Fluid Flow Models via Stochastic Coupling to a Queue
- Transient analysis of piecewise homogeneous Markov fluid models
- Dependent Risk Models with Bivariate Phase-Type Distributions
- ALGORITHMS FOR RETURN PROBABILITIES FOR STOCHASTIC FLUID FLOWS
- On the generalized reward generator for stochastic fluid models: a new equation for \(\Psi\)
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