On the generalized reward generator for stochastic fluid models: A new equation for Ψ-Reference-Cited by-同舟云学术

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On the generalized reward generator for stochastic fluid models: A new equation for Ψ

Published:2017-08-04 Issue:4 Volume:33 Page:495-523
ISSN:1532-6349
Container-title:Stochastic Models
language:en
Short-container-title:Stochastic Models

Author:

Samuelson Aviva¹²,O’Reilly Małgorzata M.¹²,Bean Nigel G.²³

Affiliation:

1. School of Physical Sciences, University of Tasmania, Tasmania, Australia

2. ARC Centre of Excellence for Mathematical and Statistical Frontiers, Parkville, Victoria, Australia

3. School of Mathematical Sciences, University of Adelaide, Adelaide, Australia

Publisher

Informa UK Limited

Subject

Applied Mathematics,Modeling and Simulation,Statistics and Probability

Link

https://www.tandfonline.com/doi/pdf/10.1080/15326349.2017.1347883

Reference26 articles.

1. Fluid Flow Models and Queues—A Connection by Stochastic Coupling

2. Transient Analysis of Fluid Flow Models via Stochastic Coupling to a Queue

3. Efficient algorithms for transient analysis of stochastic fluid flow models

4. ALGORITHMS FOR RETURN PROBABILITIES FOR STOCHASTIC FLUID FLOWS

5. Hitting probabilities and hitting times for stochastic fluid flows

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2. Finding an NARE whose minimal nonnegative solution represents first passage quantities in the two-dimensional Brownian motion;Journal of the Korean Statistical Society;2024-03-22

3. Matrix-analytic methods for the analysis of stochastic fluid-fluid models;Stochastic Models;2022-04-14

4. Busy Period, Congestion Analysis and Loss Probability in Fluid Queues;Queueing Theory 1;2021-04-12

5. Construction of algorithms for discrete-time quasi-birth-and-death processes through physical interpretation;Stochastic Models;2020-03-30

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