Convex duality and the Skorokhod problem. II (Q1963836)
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scientific article; zbMATH DE number 1398349
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Convex duality and the Skorokhod problem. II |
scientific article; zbMATH DE number 1398349 |
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Convex duality and the Skorokhod problem. II (English)
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13 September 2000
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A number of applications is presented to show how it is working the method developed in the first part of this paper (reviewed above). The method is based on using convex duality in the case of the domain being a convex polyhedron. Among the models described there is a class of Skorokhod problems which arise from a model of processor sharing in communication networks.
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Skorokhod problem
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constrained deterministic and stochastic processes
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convex polyhedron
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convex duality
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Lipschitz continuity
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