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STOCHASTIC DISCRETIZATION FOR THE LONG-RUN AVERAGE REWARD IN FLUID MODELS - MaRDI portal

STOCHASTIC DISCRETIZATION FOR THE LONG-RUN AVERAGE REWARD IN FLUID MODELS (Q4450395)

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scientific article; zbMATH DE number 2042572
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STOCHASTIC DISCRETIZATION FOR THE LONG-RUN AVERAGE REWARD IN FLUID MODELS
scientific article; zbMATH DE number 2042572

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    STOCHASTIC DISCRETIZATION FOR THE LONG-RUN AVERAGE REWARD IN FLUID MODELS (English)
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    15 February 2004
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    stochastic fluid model
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    continuous-state Markov process
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    discrete-state quasi-birth-death process
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    matrix-geometric approach
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    fluid buffer
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