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

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scientific article; zbMATH DE number 5182957
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    Optimal threshold levels in stochastic fluid models via simulation-based optimization
    scientific article; zbMATH DE number 5182957

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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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