Stability of Skorokhod problem is undecidable
The Skorokhod problem arises in studying reflected Brownian motion (RBM) and the associated fluid model on the non-negative orthant. This problem specifically arises in the context of queueing networks in the heavy traffic regime. One of the key problems is that of determining, for a given determini...
| Main Authors: | , |
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| Other Authors: | , |
| Format: | Article |
| Language: | English |
| Published: |
Springer-Verlag,
2015-09-18T16:34:02Z.
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| Subjects: | |
| Online Access: | Get fulltext |