Alternative fluid approximation approach for the steady-state distribution of the two-sided reflected Markov modulated Brownian motion and its computation (Q2515860)
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scientific article; zbMATH DE number 6471428
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| English | Alternative fluid approximation approach for the steady-state distribution of the two-sided reflected Markov modulated Brownian motion and its computation |
scientific article; zbMATH DE number 6471428 |
Statements
Alternative fluid approximation approach for the steady-state distribution of the two-sided reflected Markov modulated Brownian motion and its computation (English)
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7 August 2015
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Markov modulated Brownian motion
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steady-state distribution
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weak convergence
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duality
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quadratically convergent algorithm
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0.8872441
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0.8817622
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0.85908103
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0.8530885
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0.84778327
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