Diffusion approximation for storage processes

DOI10.1016/0167-6377(83)90060-3zbMath0515.60009OpenAlexW1966880934MaRDI QIDQ1051970

Keigo Yamada

Publication date: 1983

Published in: Operations Research Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-6377(83)90060-3

zbMATH Keywords

diffusion approximationlimit theoremmartingale approachstorage processes

Mathematics Subject Classification ID

Inventory, storage, reservoirs (90B05) Diffusion processes (60J60) Convergence of probability measures (60B10) Applications of queueing theory (congestion, allocation, storage, traffic, etc.) (60K30)

Related Items

A diffusion approximation for a network of reservoirs with power law release rule

Cites Work

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• Heavy Traffic Limit Theorems for Queues: A Survey
• A stochastic integral in storage theory
• Weak convergence of probability measures and random functions in the function space D[0,∞)