Computational analysis of a Markovian queueing system with geometric mean-reverting arrival process

Author:

Miao Daniel Wei-Chung,Lin Xenos Chang-Shuo,Chao Wan-Ling

Publisher

Elsevier BV

Subject

Management Science and Operations Research,Modelling and Simulation,General Computer Science

Reference24 articles.

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3. Barz G. Stochastic financial models for electricity derivatives. [Ph.D. dissertation]. Department of Engineering Economic Systems and Operations Research, Stanford, CA: Stanford University; 1999.

4. Numerical methods for structured Markov chains;Bini,2005

5. Structured Markov chains solver;Bini,2006

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