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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English | Alternative fluid approximation approach for the steady-state distribution of the two-sided reflected Markov modulated Brownian motion and its computation |
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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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