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: | en_US |
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Springer-Verlag
2015
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| Online Access: | http://hdl.handle.net/1721.1/98836 https://orcid.org/0000-0001-8898-8778 |