On the stability of the linear Skorokhod problem in an orthant

DOI10.1007/s001860200210zbMath1018.60082OpenAlexW2053146223MaRDI QIDQ1396930

Ahmed El Kharroubi, Abdelghani Ben Tahar, Abdelhak Yaacoubi

Publication date: 14 July 2003

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

Full work available at URL: https://doi.org/10.1007/s001860200210

zbMATH Keywords

stabilitySkorokhod problemlinear complementary problem

Mathematics Subject Classification ID

Queueing theory (aspects of probability theory) (60K25) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33) Brownian motion (60J65)

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