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    CORR
    2008
    Springer
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    Perturbation analysis of an M/M/1 queue in a diffusion random environment
    13 years 5 months ago
    Perturbation analysis of an M/M/1 queue in a diffusion random environment
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    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 i...
    Christine Fricker, Fabrice Guillemin, Philippe Rob...
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