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Diffusion approximation forGI/G/1 controlled queues · Study

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ArticleDiffusion approximation forGI/G/1 controlled queues

Elena V. Krichagina1992

Article1992

Diffusion approximation forGI/G/1 controlled queues

Elena V. Krichagina · Michael Taksar

39 citations·0/0 files stored·Queueing Systems

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Advanced Queuing Theory Analysis Stochastic processes and financial applications Probability and Risk Models

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References

1990Numerical Methods for Stochastic Control Problems in Continuous Time 1987Brownian Motion and Stochastic Flow Systems.1989Theory of Martingales 1984Stochastic differential equations with reflecting boundary conditions 1984Open Queueing Networks in Heavy Traffic 1963Queueing Systems with a Removable Service Station 1979Stochastic differential equations with reflecting boundary condition in convex regions 1981Reflected Brownian Motion on an Orthant

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2013Abandonment versus blocking in many-server queues: asymptotic optimality in the QED regime 2016Diffusion Limit of Fair Resource Control—Stationarity and Interchange of Limits 1994Double Band Policy for Stochastic Manufacturing Systems in Heavy Traffic

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Year1992

Typearticle

Published1992-09-01

VenueQueueing Systems

ISSN-L0257-0130

Languageen

Citations39

Files0 public / 0

ShelfAdvanced Queuing Theory Analysis

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doi10.1007/bf01158808

openalex_workW2018995637

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