Diffusion approximation for a controlled service system
Kybernetika (1982)
- Volume: 18, Issue: 4, page 259-268
- ISSN: 0023-5954
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topLánská, Věra. "Diffusion approximation for a controlled service system." Kybernetika 18.4 (1982): 259-268. <http://eudml.org/doc/28536>.
@article{Lánská1982,
author = {Lánská, Věra},
journal = {Kybernetika},
keywords = {controlled service system; diffusion approximation; optimal control policy},
language = {eng},
number = {4},
pages = {259-268},
publisher = {Institute of Information Theory and Automation AS CR},
title = {Diffusion approximation for a controlled service system},
url = {http://eudml.org/doc/28536},
volume = {18},
year = {1982},
}
TY - JOUR
AU - Lánská, Věra
TI - Diffusion approximation for a controlled service system
JO - Kybernetika
PY - 1982
PB - Institute of Information Theory and Automation AS CR
VL - 18
IS - 4
SP - 259
EP - 268
LA - eng
KW - controlled service system; diffusion approximation; optimal control policy
UR - http://eudml.org/doc/28536
ER -
References
top- P. Billingsley, Convergence of Probability Measures, Wiley, New York 1968. (1968) Zbl0172.21201MR0233396
- V. Lánská, On optimizing a one-server system with several types of customers, Math. Operationsforsch. Statist., Ser. Optim. 11 (1980), 2, 333 - 339. (1980) MR0640696
- P. Mandl, Analytical Treatment of One-dimensional Markov Processes, Academia, Prague - Springer - Verlag, Berlin 1968. (1968) Zbl0179.47802MR0247667
- P. Mandl, On aggregating controlled Markov chains, In: Contributions to Statistics (J. Jurečková, ed.), Academia, Prague 1979, 136-156. (1979) Zbl0431.93063MR0561266
- D. W. Stroock S. R. Varadhan, Diffusion processes with continuous coefficients, Comm. Pure Appl. Math. XXII (1969), 345-400, 479-530. (1969)
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