Conservation laws and reflection mappings with an application to multiclass mean value analysis for stochastic fluid queues
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Publication:1382477
DOI10.1016/S0304-4149(96)00103-2zbMath0889.60094OpenAlexW2021196595MaRDI QIDQ1382477
Gustavo de Veciana, Michael A. Zazanis, Takis Konstantopoulos
Publication date: 29 March 1998
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0304-4149(96)00103-2
Queueing theory (aspects of probability theory) (60K25) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)
Related Items (8)
On the maximum workload of a queue fed by fractional Brownian motion. ⋮ Conservation laws and reflection mappings with an application to multiclass mean value analysis for stochastic fluid queues ⋮ Integral representation of Skorokhod reflection ⋮ Optimal Control of a Stochastic Processing System Driven by a Fractional Brownian Motion Input ⋮ Analysis of stochastic fluid queues driven by local-time processes ⋮ A note on integral representations of the Skorokhod map ⋮ Online IPA gradient estimators in stochastic continuous fluid models ⋮ Inventory turns and finite-horizon Little's laws
Cites Work
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- Continuous versions of the queuing formulas L=lambdaW and H=lambdaG
- An introduction to the theory of point processes
- A simple formula for mean multiplexing delay for independent regenerative sources
- Palm calculus for a process with a stationary random measure and its applications to fluid queues
- Conservation laws and reflection mappings with an application to multiclass mean value analysis for stochastic fluid queues
- Extensions of the Queueing Relations L = λW and H = λG
- Bang-bang controls of point processes
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