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Lánská, Věra
Diffusion approximation for a controlled service system. (English). Kybernetika, vol. 18 (1982), issue 4, pp. 259-268
MSC: 60J70, 60K25, 60K30, 90B22, 93E20 | MR 688365 | Zbl 0502.60083
References:
[1] P. Billingsley: Convergence of Probability Measures. Wiley, New York 1968. MR 0233396 | Zbl 0172.21201
[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 0640696
[3] P. Mandl: Analytical Treatment of One-dimensional Markov Processes. Academia, Prague - Springer - Verlag, Berlin 1968. MR 0247667 | Zbl 0179.47802
[4] P. Mandl: On aggregating controlled Markov chains. In: Contributions to Statistics (J. Jurečková, ed.), Academia, Prague 1979, 136-156. MR 0561266 | Zbl 0431.93063
[5] D. W. Stroock S. R. Varadhan: Diffusion processes with continuous coefficients. Comm. Pure Appl. Math. XXII (1969), 345-400, 479-530.
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