Transient Analysis of Fluid Models via Elementary Level-Crossing Arguments

DOI10.1080/15326340500481788MaRDI QIDQ3444696zbMATH OpenOpenAlexFDO

Authors Soohan Ahn, Vaidyanathan Ramaswami

Publication date 4 June 2007

Published in Stochastic Models (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/15326340500481788

zbMATH Keywords

fluid-flowmatrix-geometric methodtransient results

Mathematics Subject Classification ID

Queueing theory (aspects of probability theory) (60K25) Inventory, storage, reservoirs (90B05)

Cites work

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Cited in

(23)

• Algorithms for the Laplace-Stieltjes transforms of first return times for stochastic fluid flows
• Numerical inverse Laplace transformation beyond the Abate-Whitt framework
• Transient analysis of piecewise homogeneous Markov fluid models
• On the analysis of the Gerber-Shiu discounted penalty function for risk processes with Markovian arrivals
• Alternative fluid approximation approach for the steady-state distribution of the two-sided reflected Markov modulated Brownian motion and its computation
• A jump-fluid production-inventory model with a double band control
• A fluid EOQ model with Markovian environment
• A make-to-stock production/inventory model with MAP arrivals and phase-type demands
• Optimal Inventory Policies Under Stochastic Production and Demand Rates
• Analysis of a threshold dividend strategy for a MAP risk model
• Dependent Risk Models with Bivariate Phase-Type Distributions
• Stationary distributions for a class of Markov-modulated tandem fluid queues
• Transient analysis of fluid flow models via matrix decomposition
• Recursive calculation of the dividend moments in a multi-threshold risk model
• Transient analysis of Markov modulated processes with Erlangization, ME-fication and inverse Laplace transformation
• Yaglom limit for stochastic fluid models
• Approximations for time-dependent distributions in Markovian fluid models
• Perturbed MAP Risk Models with Dividend Barrier Strategies
• Erlangian Approximations for the Transient Analysis of a Fluid Queue Model for Forest Fire Perimeter
• Finding an NARE whose minimal nonnegative solution represents first passage quantities in the two-dimensional Brownian motion
• 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
• The Erlangization method for Markovian fluid flows

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