Pages that link to "Item:Q1333380"

The following pages link to Fluid models in queueing theory and Wiener-Hopf factorization of Markov chains (Q1333380):

Displaying 50 items.

• The analysis of cyclic stochastic fluid flows with time-varying transition rates (Q257056) (← links)
• Numerical study on nonsymmetric algebraic Riccati equations (Q346993) (← links)
• Monotone convergence of Newton-like methods for \(M\)-matrix algebraic Riccati equations (Q372853) (← links)
• Markov modulation of a two-sided reflected Brownian motion with application to fluid queues (Q424487) (← links)
• Occupation densities in solving exit problems for Markov additive processes and their reflections (Q444361) (← links)
• A note on Wiener-Hopf factorization for Markov additive processes (Q457101) (← links)
• A correction note on: ``When the `bull' meets the `bear' -- a first passage time problem for a hidden Markov process'' (Q479189) (← links)
• A make-to-stock mountain-type inventory model (Q499300) (← links)
• Highly accurate doubling algorithms for \(M\)-matrix algebraic Riccati equations (Q515850) (← links)
• Approximations for time-dependent distributions in Markovian fluid models (Q518871) (← links)
• Extremes of Markov-additive processes with one-sided jumps, with queueing applications (Q539512) (← links)
• Fluctuation identities with continuous monitoring and their application to the pricing of barrier options (Q724078) (← links)
• Accurate numerical solution for shifted \(M\)-matrix algebraic Riccati equations (Q777038) (← links)
• Pricing and hedging defaultable participating contracts with regime switching and jump risk (Q777938) (← links)
• On the solution of algebraic Riccati equations arising in fluid queues (Q819148) (← links)
• On the Hermitian and skew-Hermitian splitting-like iteration approach for solving complex continuous-time algebraic Riccati matrix equation (Q822165) (← links)
• A feedback fluid queue with two congestion control thresholds (Q836870) (← links)
• Time dependent analysis of finite buffer fluid flows and risk models with a dividend barrier (Q885550) (← links)
• Numerical methods for a quadratic matrix equation with a nonsingular M-matrix (Q900997) (← links)
• Second-order fluid models with general boundary behaviour (Q928203) (← links)
• Performance measures of a multi-layer Markovian fluid model (Q928206) (← links)
• First passage of time-reversible spectrally negative Markov additive processes (Q969502) (← links)
• Singularities of the matrix exponent of a Markov additive process with one-sided jumps (Q988682) (← links)
• A new class of nonsymmetric algebraic Riccati equations (Q996317) (← links)
• On perpetual American put valuation and first-passage in a regime-switching model with jumps (Q1003346) (← links)
• The cyclic reduction algorithm: From Poisson equation to stochastic processes and beyond. In memoriam of Gene H. Golub (Q1027772) (← links)
• Fluid queues with level dependent evolution (Q1041955) (← links)
• A note on martingale inequalities for fluid models (Q1359693) (← links)
• Pricing exotic options in a regime switching economy: a Fourier transform method (Q1621619) (← links)
• Matrix-analytic solution of infinite, finite and level-dependent second-order fluid models (Q1688934) (← links)
• Markov-modulated Brownian motion with temporary change of regime at level zero (Q1739337) (← links)
• An IBNR-RBNS insurance risk model with marked Poisson arrivals (Q1742703) (← links)
• A note on the minimal nonnegative solution of a nonsymmetric algebraic Riccati equation (Q1855425) (← links)
• Hitting probabilities in a Markov additive process with linear movements and upward jumps: applications to risk and queueing processes. (Q1879901) (← links)
• Ladder height distributions with marks (Q1899258) (← links)
• A Markovian storage model (Q1921432) (← links)
• On some Krylov subspace based methods for large-scale nonsymmetric algebraic Riccati problems (Q2006532) (← links)
• Modified alternately linearized implicit iteration method for M-matrix algebraic Riccati equations (Q2008525) (← links)
• Accurate numerical solution for structured \(M\)-matrix algebraic Riccati equations (Q2029690) (← links)
• Structural pricing of CoCos and deposit insurance with regime switching and jumps (Q2036863) (← links)
• Hoeffding's inequality for Markov processes via solution of Poisson's equation (Q2048176) (← links)
• An efficient predictor-corrector iterative scheme for solving Wiener-Hopf problems (Q2059617) (← links)
• Solving Wiener-Hopf problems via an efficient iterative scheme (Q2068625) (← links)
• Solvability and different solutions of the operator equation \(XAX=BX\) (Q2105338) (← links)
• RAP-modulated fluid processes: first passages and the stationary distribution (Q2137759) (← links)
• First-passage times of regime switching models (Q2251701) (← links)
• A stochastic fluid model for an ad hoc mobile network (Q2269502) (← links)
• Networks of interacting stochastic fluid models with infinite and finite buffers (Q2284390) (← links)
• On barrier option pricing by Erlangization in a regime-switching model with jumps (Q2297114) (← links)
• Convergence of relaxed Newton method for order-convex matrix equations (Q2301039) (← links)