Optimal threshold levels in stochastic fluid models via simulation-based optimization (Q2643631)

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Optimal threshold levels in stochastic fluid models via simulation-based optimization
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    Optimal threshold levels in stochastic fluid models via simulation-based optimization (English)
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    27 August 2007
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    Stochastic optimization
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    Hedging points
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    Threshold levels
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    Generalized semi-Markov processes
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    Infinitesimal perturbation analysis
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    Sample-path optimization
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    Service-level constraints
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    Stochastic fluid models
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