Stability of constrained Markov-modulated diffusions
type: Item
instance of: scholarly article
zbMATH Open document ID: 1297.60056
author: Xin Liu
author: Amarjit Budhiraja
published in: Mathematics of Operations Research
publication date: 2014-10-21T00:00:00Z
Mathematics Subject Classification ID: 60J60
Mathematics Subject Classification ID: 60J65
Mathematics Subject Classification ID: 60K25
Mathematics Subject Classification ID: 60J25
Mathematics Subject Classification ID: 93E15
zbMATH DE Number: 6359624
zbMATH Keywords: Markov-modulated diffusions
zbMATH Keywords: switching diffusions
zbMATH Keywords: diffusions in random environment
zbMATH Keywords: Skorohod problem
zbMATH Keywords: reflected diffusions
zbMATH Keywords: geometric ergodicity
zbMATH Keywords: invariant measures
zbMATH Keywords: moment stability
zbMATH Keywords: Poisson's equation
zbMATH Keywords: heavy traffic approximations
zbMATH Keywords: semimartingale reflected Brownian motion
MaRDI profile type: Publication
full work available at URL: moor.1120.0556
OpenAlex ID: W2130448859
cites work: On positive recurrence of constrained diffusion processes
cites work: Simple Necessary and Sufficient Conditions for the Stability of Constrained Processes
cites work: Long time asymptotics for constrained diffusions in polyhedral domains
cites work: Stationary Distribution Convergence for Generalized Jackson Networks in Heavy Traffic
cites work: Multiscale diffusion approximations for stochastic networks in heavy traffic
cites work: Ergodic Rate Control Problem for Single Class Queueing Networks
cites work: Q3134548
cites work: On lipschitz continuity of the solution mapping to the skorokhod problem, with applications
cites work: Convex duality and the Skorokhod problem. II
cites work: Lyapunov functions for semimartingale reflecting Brownian motions
cites work: A Liapounov bound for solutions of the Poisson equation
cites work: Reflected Brownian motion on an orthant
cites work: Brownian models of open queueing networks with homogeneous customer populations∗
cites work: A boundary property of semimartingale reflecting Brownian motions
cites work: Existence and uniqueness of semimartingale reflecting Brownian motions in an orthant
cites work: Diffusion approximations for open multiclass queueing networks: Sufficient conditions involving state space collapse
cites work: An invariance principle for semimartingale reflecting Brownian motions in an orthant
cites work: The Stationary Distributions of Two Classes of Reflected Ornstein–Uhlenbeck Processes
cites work: Hybrid switching diffusions. Properties and applications
DOI: 10.1287/MOOR.1120.0556
title: Stability of constrained Markov-modulated diffusions
description: scientific article; zbMATH DE number 6359624