Maximum level and hitting probabilities in stochastic fluid flows using matrix differential Riccati equations (Q539515)
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English | Maximum level and hitting probabilities in stochastic fluid flows using matrix differential Riccati equations |
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Maximum level and hitting probabilities in stochastic fluid flows using matrix differential Riccati equations (English)
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30 May 2011
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fluid queues
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matrix differential Riccati equations
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Markov chains
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