Diffusion approximation for a controlled service system
Kybernetika, Tome 18 (1982) no. 4, pp. 259-268 Cet article a éte moissonné depuis la source Czech Digital Mathematics Library

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Classification : 60J70, 60K25, 60K30, 90B22, 93E20
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}
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Lánská, Věra. Diffusion approximation for a controlled service system. Kybernetika, Tome 18 (1982) no. 4, pp. 259-268. http://geodesic.mathdoc.fr/item/KYB_1982_18_4_a1/

[1] P. Billingsley: Convergence of Probability Measures. Wiley, New York 1968. | MR | Zbl

[2] V. Lánská: On optimizing a one-server system with several types of customers. Math. Operationsforsch. Statist., Ser. Optim. 11 (1980), 2, 333 - 339. | MR

[3] P. Mandl: Analytical Treatment of One-dimensional Markov Processes. Academia, Prague - Springer - Verlag, Berlin 1968. | MR | Zbl

[4] P. Mandl: On aggregating controlled Markov chains. In: Contributions to Statistics (J. Jurečková, ed.), Academia, Prague 1979, 136-156. | MR | Zbl

[5] D. W. Stroock S. R. Varadhan: Diffusion processes with continuous coefficients. Comm. Pure Appl. Math. XXII (1969), 345-400, 479-530.