Variational problems for semi-martingale Reflected Brownian Motion in the octant

Understand the behavior of queueing networks in heavy tra c is very important due to its importance in evaluating the network performance in related applications. However, in many cases, the stationary distributions of such networks are intractable. Based on di usion limits of queueing networks, we...

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Bibliographic Details
Main Author: Liang, Ziyu
Format: Others
Language:en_US
Published: 2013
Subjects:
Online Access:http://hdl.handle.net/2152/19597