An Operational Calculus for Matrix-Exponential Distributions, with Applications to a Brownian (q, Q) Inventory Model
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Publication:2757528
DOI10.1287/moor.23.1.166zbMath0981.60069OpenAlexW2105051450MaRDI QIDQ2757528
Publication date: 26 November 2001
Published in: Mathematics of Operations Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1287/moor.23.1.166
Brownian motionphase-type distributioncomputer algebrastochastic decompositionEOQ modelstorage modelinventory systemoperator calculusmatrix-exponential distribution\((s,S)\) model
Applications of statistics to actuarial sciences and financial mathematics (62P05) Continuous-time Markov processes on discrete state spaces (60J27) Applications of Markov renewal processes (reliability, queueing networks, etc.) (60K20)
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