STOCHASTIC DISCRETIZATION FOR THE LONG-RUN AVERAGE REWARD IN FLUID MODELS

DOI10.1017/S0269964803172075zbMath1036.60081OpenAlexW1993793666MaRDI QIDQ4450395

J. A. C. Resing, Vidyadhar G. Kulkarni, Ivo J. B. F. Adan

Publication date: 15 February 2004

Published in: Probability in the Engineering and Informational Sciences (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1017/s0269964803172075

zbMATH Keywords

stochastic fluid modelmatrix-geometric approachfluid buffercontinuous-state Markov processdiscrete-state quasi-birth-death process

Mathematics Subject Classification ID

Queueing theory (aspects of probability theory) (60K25) Queues and service in operations research (90B22)

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