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