On the generalized reward generator for stochastic fluid models: A new equation for Ψ

DOI10.1080/15326349.2017.1347883zbMath1395.60089OpenAlexW2744489686MaRDI QIDQ4603846

Małgorzata M. O'Reilly, Nigel G. Bean, Aviva Samuelson

Publication date: 19 February 2018

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

Full work available at URL: https://doi.org/10.1080/15326349.2017.1347883

zbMATH Keywords

matrix-analytic methodsLaplace-Stieltjes transformsstochastic fluid modelsgeneralized reward generator

Mathematics Subject Classification ID

Continuous-time Markov processes on discrete state spaces (60J27)

Related Items (3)

Matrix-analytic methods for the analysis of stochastic fluid-fluid models ⋮ Stationary distributions for a class of Markov-modulated tandem fluid queues ⋮ Construction of algorithms for discrete-time quasi-birth-and-death processes through physical interpretation

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