Perturbation analysis of Markov modulated fluid models

DOI10.1080/15326349.2017.1302803zbMath1383.60075arXiv1702.02427OpenAlexW2593200036MaRDI QIDQ4603845

Guy Latouche, Sarah Dendievel

Publication date: 19 February 2018

Published in: Stochastic Models (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1702.02427

zbMATH Keywords

perturbation analysisfirst return probabilitiesMarkov modulated fluid models

Mathematics Subject Classification ID

Queueing theory (aspects of probability theory) (60K25) Applications of continuous-time Markov processes on discrete state spaces (60J28) Probability in computer science (algorithm analysis, random structures, phase transitions, etc.) (68Q87)

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A probabilistic approach to the stochastic fluid cash management balance problem, Singularly Perturbed Markov Modulated Fluid Queues

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