Queues with Lévy input and hysteretic control
Author:
Publisher
Springer Science and Business Media LLC
Subject
Computational Theory and Mathematics,Management Science and Operations Research,Computer Science Applications
Link
http://link.springer.com/content/pdf/10.1007/s11134-009-9123-z.pdf
Reference36 articles.
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3. Asmussen, S., Pihlsgård, M.: Loss rates for Lévy processes with two reflecting barriers. Math. Oper. Res. 32, 308–321 (2007)
4. Avram, F., Kyprianou, A.E., Pistorius, M.R.: Exit problems for spectrally negative Lévy processes and applications to (Canadized) Russian options. Ann. Appl. Probab. 14, 215–238 (2004)
5. Bae, J., Kim, S., Lee, E.Y.: Average cost under the P λ,τ M policy in a finite dam with compound Poisson inputs. J. Appl. Probab. 40, 519–526 (2003)
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