Markov modulation of a two-sided reflected Brownian motion with application to fluid queues Articles uri icon

publication date

  • April 2012

start page

  • 1566

end page

  • 1581

issue

  • 4

volume

  • 122

international standard serial number (ISSN)

  • 0304-4149

electronic international standard serial number (EISSN)

  • 1879-209X

abstract

keywords

  • markov modulation; brownian motion; two sided reflection; fluid queues