Matrix-analytic solution of infinite, finite and level-dependent second-order fluid models
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DOI: 10.1007/s11134-017-9544-z
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References listed on IDEAS
- Silva Soares, Ana da & Latouche, Guy, 2009. "Fluid queues with level dependent evolution," European Journal of Operational Research, Elsevier, vol. 196(3), pages 1041-1048, August.
- Nigel Bean & Małgorzata O’Reilly, 2008. "Performance measures of a multi-layer Markovian fluid model," Annals of Operations Research, Springer, vol. 160(1), pages 99-120, April.
- Rajeeva L. Karandikar & Vidyadhar G. Kulkarni, 1995. "Second-Order Fluid Flow Models: Reflected Brownian Motion in a Random Environment," Operations Research, INFORMS, vol. 43(1), pages 77-88, February.
- M. Gribaudo & D. Manini & B. Sericola & M. Telek, 2008. "Second order fluid models with general boundary behaviour," Annals of Operations Research, Springer, vol. 160(1), pages 69-82, April.
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Cited by:
- Nail Akar & Omer Gursoy & Gabor Horvath & Miklos Telek, 2021. "Transient and First Passage Time Distributions of First- and Second-order Multi-regime Markov Fluid Queues via ME-fication," Methodology and Computing in Applied Probability, Springer, vol. 23(4), pages 1257-1283, December.
- Nguyen, Giang T. & Peralta, Oscar, 2020. "An explicit solution to the Skorokhod embedding problem for double exponential increments," Statistics & Probability Letters, Elsevier, vol. 165(C).
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Keywords
Second-order Markov fluid queue; Markov-modulated Brownian motion; Level-dependent behavior; Stationary analysis; Matrix-analytic solution;All these keywords.
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