A diffusion approximation for a Markovian queue with reneging (Q1869359)

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A diffusion approximation for a Markovian queue with reneging
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    A diffusion approximation for a Markovian queue with reneging (English)
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    10 April 2003
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    Markovian queues
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    reneging
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    impatience
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    deadlines
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    reflected Ornstein-Uhlenbeck process
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    reflected affine diffusion
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    diffusion approximation
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    steady-state
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