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  • Search: subject:"Recursive formula"
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Recursive formula 9 Convergence of the discounted surplus process 2 Incomplete information 2 Interest income 2 Martingale 2 New better than used distribution 2 New worse than used distribution 2 Participating contract 2 Regime-switching model 2 Regime-switching model with jump risks 2 Repeated games 2 Volatility clustering 2 (Generalized) binomial distribution 1 (Maximum 1 Approachability 1 Arbitrary component failure distribution 1 Asymptotic analysis 1 Asymptotic value 1 Consecutive-k-out-of-n:F system 1 Differential games 1 Discrete-time retrial queues 1 Duality 1 Game theory 1 Inverse moment 1 Markov chain 1 Markov switching Heston-Nandi's GARCH model 1 Markov switching conditional Esscher transform 1 Markov-Kette 1 Option pricing theory 1 Optionspreistheorie 1 Poisson limit law 1 Spieltheorie 1 Stochastic games 1 Uncertain duration 1 Uniform value 1 Unvollkommene Information 1 Volatility 1 Volatilität 1 Wiederholte Spiele 1 Zero-sum two-person repeated games 1
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Undetermined 10
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Article 11
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Article in journal 2 Aufsatz in Zeitschrift 2
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Undetermined 9 English 2
Author
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Sorin, Sylvain 2 Yang, Hailiang 2 Zhang, Lihong 2 ATENCIA, IVAN 1 CHAN, LEUNGLUNG 1 Chou, Chia-Yu 1 Chou, Chia-yu 1 Chuang, Ming-Che 1 Chuang, Ming-che 1 ELLIOTT, ROBERT J. 1 Gensbittel, Fabien 1 Ghoraf, Namir 1 Lin, Chien-Hsiu 1 Lin, Chien-hsiu 1 Lin, Shih-Kuei 1 Lin, Shih-kuei 1 MORENO, PILAR 1 Neyman, Abraham 1 Oliu-Barton, Miquel 1 SIU, TAK KUEN 1 Zhao, Feng-Zhen 1
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Asia-Pacific Journal of Operational Research (APJOR) 1 Computational Statistics 1 Dynamic Games and Applications 1 Dynamic games and applications : DGA 1 Economic Modelling 1 Economic modelling 1 International Journal of Game Theory 1 International Journal of Theoretical and Applied Finance (IJTAF) 1 Mathematical Methods of Operations Research 1 Statistics & Probability Letters 1 TOP: An Official Journal of the Spanish Society of Statistics and Operations Research 1
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RePEc 9 ECONIS (ZBW) 2
Showing 11 - 11 of 11
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A DISCRETE-TIME Geo/G/1 RETRIAL QUEUE WITH SERVER BREAKDOWNS
ATENCIA, IVAN; MORENO, PILAR - In: Asia-Pacific Journal of Operational Research (APJOR) 23 (2006) 02, pp. 247-271
This paper discusses a discrete-time Geo/G/1 retrial queue with the server subject to breakdowns and repairs. The customer just being served before server breakdown completes his remaining service when the server is fixed. The server lifetimes are assumed to be geometrical and the server repair...
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