Efficient algorithms for transient analysis of stochastic fluid flow models

DOI10.1239/JAP/1118777186zbMATH Open1085.60065OpenAlexW2037440618WikidataQ56907270 ScholiaQ56907270MaRDI QIDQ5697599FDOQ5697599

Authors: Soohan Ahn, Vaidyanathan Ramaswami 

Publication date: 18 October 2005

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1239/jap/1118777186

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zbMATH Keywords

quadratic convergencematrix-geometric method

Mathematics Subject Classification ID

Queueing theory (aspects of probability theory) (60K25) Performance evaluation, queueing, and scheduling in the context of computer systems (68M20) Inventory, storage, reservoirs (90B05)

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• A logarithmic reduction algorithm for quasi-birth-death processes
• Busy period analysis, rare events and transient behavior in fluid flow models
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Cited In (57)

• Highly accurate Latouche-Ramaswami logarithmic reduction algorithm for quasi-birth-and-death process
• Yaglom limit for stochastic fluid models
• Finding an NARE whose minimal nonnegative solution represents first passage quantities in the two-dimensional Brownian motion
• Analysis of a threshold dividend strategy for a MAP risk model
• Waiting time and queue length analysis of Markov-modulated fluid priority queues
• The analysis of cyclic stochastic fluid flows with time-varying transition rates
• HITTING PROBABILITIES AND HITTING TIMES FOR STOCHASTIC FLUID FLOWS: THE BOUNDED MODEL
• The stochastic fluid-fluid model: a stochastic fluid model driven by an uncountable-state process, which is a stochastic fluid model itself
• A make-to-stock production/inventory model with MAP arrivals and phase-type demands
• A jump-fluid production-inventory model with a double band control
• Distribution of busy period in stochastic fluid models1
• A probabilistic approach to the stochastic fluid cash management balance problem
• Transient and asymptotic analysis of general Markov fluid models
• Algorithms for the Laplace-Stieltjes transforms of first return times for stochastic fluid flows
• Passage times in fluid models with application to risk processes
• Time dependent analysis of finite buffer fluid flows and risk models with a dividend barrier
• An IBNR-RBNS insurance risk model with marked Poisson arrivals
• Transient Analysis of Fluid Models via Elementary Level-Crossing Arguments
• Approximations for time-dependent distributions in Markovian fluid models
• Stochastic model for maintenance in continuously deteriorating systems
• Recursive calculation of the dividend moments in a multi-threshold risk model
• “Recursive Calculation of the Dividend Moments in a Multi-Threshold Risk Model,” Andrei Badescu and David Landriault, January 2008
• Markov-modulated fluid flow model with server maintenance period
• The Erlangization method for Markovian fluid flows
• Fluid Models with Burst Arrivals: A Sample Path Analysis
• Multi-stage stochastic fluid models for congestion control
• Highly accurate doubling algorithm for quadratic matrix equation from quasi-birth-and-death process
• A stochastic two-dimensional fluid model
• Gerber-Shiu analysis with two-sided acceptable levels
• Extremes of Markov-additive processes with one-sided jumps, with queueing applications
• Analysis of Markov-modulated fluid polling systems with gated discipline
• A fluid EOQ model with Markovian environment
• Efficient analysis of the MMAP[\(K\)]/PH[\(K\)]/1 priority queue
• Performance measures of a multi-layer Markovian fluid model
• On a class of dependent Sparre Andersen risk models and a bailout application
• A transient analysis of Markov fluid models with jumps
• Production-inventory systems in stochastic environment and stochastic lead times
• Taboo probability on a simple fluid flow model
• A Markov-modulated fluid flow queueing model under \(D\)-policy
• A MAP-modulated fluid flow model with multiple vacations
• Analysis of a generalized penalty function in a semi-Markovian risk model
• Transient analysis of fluid flow models via matrix decomposition
• On the analysis of a multi-threshold Markovian risk model
• Busy period analysis, rare events and transient behavior in fluid flow models
• Transient analysis of Markov-fluid-driven queues
• On the analysis of the Gerber-Shiu discounted penalty function for risk processes with Markovian arrivals
• Time-dependent and stationary analyses of two-sided reflected Markov-modulated Brownian motion with bilateral ph-type jumps
• Transient and first passage time distributions of first- and second-order multi-regime Markov fluid queues via ME-fication
• Transient Analysis of Fluid Flow Models via Stochastic Coupling to a Queue
• Steady-state and first passage time distributions for waiting times in the \(MAP/M/s+G\) queueing model with generally distributed patience times
• ALGORITHMS FOR RETURN PROBABILITIES FOR STOCHASTIC FLUID FLOWS
• Dependent Risk Models with Bivariate Phase-Type Distributions
• Transient analysis of piecewise homogeneous Markov fluid models
• On the generalized reward generator for stochastic fluid models: a new equation for \(\Psi\)
• A threshold policy in a Markov-modulated production system with server vacation: the case of continuous and batch supplies
• Title not available (Why is that?)
• Matrix-analytic methods for the analysis of stochastic fluid-fluid models

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