On the stability of the linear Skorokhod problem in an orthant

DOI10.1007/s001860200210zbMath1018.60082MaRDI QIDQ1396930

Ahmed El Kharroubi, Abdelghani Ben Tahar, Abdelhak Yaacoubi

Publication date: 14 July 2003

Published in: Mathematical Methods of Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s001860200210

zbMATH Keywords

stability; Skorokhod problem; linear complementary problem

Mathematics Subject Classification ID

60K25: Queueing theory (aspects of probability theory)

90C33: Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming)

60J65: Brownian motion

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