Diffusion approximations and nearly optimal maintenance policies for system breakdown and repair problems

DOI10.1007/BF01447644zbMATH Open0683.60065OpenAlexW2024688986MaRDI QIDQ1824952FDOQ1824952

Authors: Harold J. Kushner 

Publication date: 1989

Published in: Applied Mathematics and Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf01447644

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zbMATH Keywords

diffusion approximationfilteringservice systemsqueueing networkqueues in heavy traffic state

Mathematics Subject Classification ID

Signal detection and filtering (aspects of stochastic processes) (60G35) Queueing theory (aspects of probability theory) (60K25) Functional limit theorems; invariance principles (60F17) Applications of Markov renewal processes (reliability, queueing networks, etc.) (60K20)

Cites Work

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• Open Queueing Networks in Heavy Traffic
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• State of the Art—Networks of Queues: A Survey of Weak Convergence Results
• The diffusion approximation for tandem queues in heavy traffic
• An Invariant Measure Approach to the Convergence of Stochastic Approximations with State Dependent Noise
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Cited In (3)

• Title not available (Why is that?)
• Diffusion approximation to theG/G/R machine repair problem with warm standby spares
• Diffusion approximations for complex repair systems

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