Diffusion approximations and nearly optimal maintenance policies for system breakdown and repair problems

DOI10.1007/BF01447644zbMath0683.60065OpenAlexW2024688986MaRDI QIDQ1824952

Harold J. Kushner

Publication date: 1989

Published in: Applied Mathematics and Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf01447644

zbMATH Keywords

diffusion approximationfilteringqueueing networkservice systemsqueues in heavy traffic state

Mathematics Subject Classification ID

Queueing theory (aspects of probability theory) (60K25) Signal detection and filtering (aspects of stochastic processes) (60G35) Functional limit theorems; invariance principles (60F17) Applications of Markov renewal processes (reliability, queueing networks, etc.) (60K20)

Cites Work

• An Invariant Measure Approach to the Convergence of Stochastic Approximations with State Dependent Noise
• Open Queueing Networks in Heavy Traffic
• The diffusion approximation for tandem queues in heavy traffic
• State of the Art—Networks of Queues: A Survey of Weak Convergence Results
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