The Markov modulated regulated Brownian motion: A second-order fluid flow model of a finite buffer

DOI10.1023/A:1019154413720zbMath0960.90021OpenAlexW1536172336MaRDI QIDQ1587113

Eu-Jin Ang, Javier A. Barria

Publication date: 22 November 2000

Published in: Queueing Systems (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/a:1019154413720

zbMATH Keywords

ATMdiffusion approximationsqueueing theoryregulated Brownian motionboundary regulatorsMMRBM

Mathematics Subject Classification ID

Queueing theory (aspects of probability theory) (60K25) Queues and service in operations research (90B22) Markov and semi-Markov decision processes (90C40)

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Simulation of N-dimensional second-order fluid models with different absorbing, reflecting and mixed barriers ⋮ A note on stability in distribution of Markov-modulated stochastic differential equations with reflection ⋮ On the asymptotic behavior of the storage process fed by a Markov modulated Brownian motion ⋮ Second-order fluid models with general boundary behaviour ⋮ Smooth-pasting property on reflected Lévy processes and its applications in credit risk modeling ⋮ A reflected diffusion process in a regime-switching environment

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