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CORR
2008
Springer

Perturbation analysis of an M/M/1 queue in a diffusion random environment

11 years 5 months ago
Perturbation analysis of an M/M/1 queue in a diffusion random environment
Abstract. We study in this paper an M/M/1 queue whose server rate depends upon the state of an independent Ornstein-Uhlenbeck diffusion process (X(t)) so that its value at time t is
Christine Fricker, Fabrice Guillemin, Philippe Rob
Added 10 Dec 2010
Updated 10 Dec 2010
Type Journal
Year 2008
Where CORR
Authors Christine Fricker, Fabrice Guillemin, Philippe Robert
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