The Markov modulated regulated Brownian motion: A second-order fluid flow model of a finite buffer
From MaRDI portal
Publication:1587113
DOI10.1023/A:1019154413720zbMath0960.90021OpenAlexW1536172336MaRDI QIDQ1587113
Publication date: 22 November 2000
Published in: Queueing Systems (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1023/a:1019154413720
Queueing theory (aspects of probability theory) (60K25) Queues and service in operations research (90B22) Markov and semi-Markov decision processes (90C40)
Related Items (6)
Simulation of N-dimensional second-order fluid models with different absorbing, reflecting and mixed barriers ⋮ A note on stability in distribution of Markov-modulated stochastic differential equations with reflection ⋮ On the asymptotic behavior of the storage process fed by a Markov modulated Brownian motion ⋮ Second-order fluid models with general boundary behaviour ⋮ Smooth-pasting property on reflected Lévy processes and its applications in credit risk modeling ⋮ A reflected diffusion process in a regime-switching environment
This page was built for publication: The Markov modulated regulated Brownian motion: A second-order fluid flow model of a finite buffer