A first passage time problem for spectrally positive Lévy processes and its application to a dynamic priority queue
Vahid Sarhangian; Barış Balcıog˜lu
| Year of publication: |
2013
|
|---|---|
| Authors: | Sarhangian, Vahid ; Balcıog˜lu, Barış |
| Published in: |
Operations research letters. - Amsterdam [u.a.] : Elsevier, ISSN 0167-6377, ZDB-ID 720735-9. - Vol. 41.2013, 6, p. 659-663
|
| Subject: | Lévy processes | Martingales | First passage time | Priority queues | Dynamic priority | Due-date scheduling | Stochastischer Prozess | Stochastic process | Warteschlangentheorie | Queueing theory | Scheduling-Verfahren | Scheduling problem | Martingal | Martingale | Optionspreistheorie | Option pricing theory | Derivat | Derivative |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010236055