Reflected Brownian motion in an orthant: Numerical methods for steady- state analysis
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Publication:1186296
DOI10.1214/aoap/1177005771zbMath0786.60107OpenAlexW2051693911WikidataQ89284511 ScholiaQ89284511MaRDI QIDQ1186296
J. G. Dai, J. Michael Harrison
Publication date: 28 June 1992
Published in: The Annals of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aoap/1177005771
Performance evaluation, queueing, and scheduling in the context of computer systems (68M20) Applications to the sciences (65Z05) Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70) Applications of queueing theory (congestion, allocation, storage, traffic, etc.) (60K30) Probabilistic methods, stochastic differential equations (65C99)
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