An operational calculus for matrix-exponential distributions, with applications to a Brownian (q, Q) inventory model

Mathematics of Operations Research

Volumn 23, Issue 1, 1998, Pages 166-176

  Asmussen, Søren ^a   Perry, David ^b  

^a LUND UNIVERSITY   (Sweden)

^b UNIVERSITY OF HAIFA   (Israel)

Author keywords

(s, S) model; Brownian motion; Computer algebra; EOQ model; Inventory system; Matrix exponential distribution; Operator calculus; Phase type distribution; Stochastic decomposition; Storage model

Indexed keywords

FUNCTIONS; LAPLACE TRANSFORMS; MATHEMATICAL MODELS; VECTORS;

MATRIX EXPONENTIAL DISTRIBUTION; OPERATIONAL CALCULUS;

MATRIX ALGEBRA;

EID: 0031996381     PISSN: 0364765X     EISSN: None     Source Type: Journal    
DOI: 10.1287/moor.23.1.166     Document Type: Article

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