Search Results - subject:"Stochastic fluid model"

Multi-stage stochastic fluid models for congestion control

O’Reilly, Małgorzata M. - In: European Journal of Operational Research 238 (2014) 2, pp. 514-526

We consider multi-stage stochastic fluid models (SFMs), driven by applications in telecommunications and manufacturing in which control of the behavior of the system during congestion may be required. In a two-stage SFM, the process starts from Stage 1 in level 0, and moves to Stage 2 when...

Persistent link: https://www.econbiz.de/10011052582

The stochastic fluid–fluid model: A stochastic fluid model driven by an uncountable-state process, which is a stochastic fluid model itself

Bean, Nigel G.; O’Reilly, Małgorzata M. - In: Stochastic Processes and their Applications 124 (2014) 5, pp. 1741-1772

-life systems of significance. We first derive the infinitesimal generator, with respect to time, of the driving stochastic fluid … measures for the transient and limiting analysis of the model. This work is the first direct analysis of a stochastic fluid … model. We then use this to derive the infinitesimal generator of a particular Laplace–Stieltjes transform of the model …

Persistent link: https://www.econbiz.de/10011064930

Multi-stage stochastic fluid models for congestion control

O'Reilly, Małgorzata M. - In: European journal of operational research : EJOR 238 (2014) 2, pp. 514-526

Persistent link: https://www.econbiz.de/10010400195