Random walk, birth-and-death process and their fluid approximations: Absorbing case

DOI10.1007/s00186-008-0269-yzbMath1183.49027OpenAlexW2154130907MaRDI QIDQ1040689

Aleksey B. Piunovskiy

Publication date: 25 November 2009

Published in: Mathematical Methods of Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00186-008-0269-y

zbMATH Keywords

dynamic programmingrandom walkfluid modelinformation transmissionbirth-and-death processqueuing systemapproximation of operators

Mathematics Subject Classification ID

Dynamic programming in optimal control and differential games (49L20) Control/observation systems governed by partial differential equations (93C20) Queues and service in operations research (90B22) Discrete approximations in optimal control (49M25)

Related Items (4)

LIQUIDATION IN LIMIT ORDER BOOKS WITH CONTROLLED INTENSITY ⋮ Asymptotic Fluid Optimality and Efficiency of the Tracking Policy for Bandwidth-Sharing Networks ⋮ On the accuracy of fluid approximations to a class of inventory-level-dependent EOQ and EPQ models ⋮ Accuracy of fluid approximations to controlled birth-and-death processes: absorbing case

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