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Invariance in resource-sharing systems
Published online by Cambridge University Press: 14 July 2016
Abstract
A method for proving the invariance of hitting-time distributions with respect to the control strategy of a Markov chain is presented. The method is applied to resource-sharing problems. It provides a new proof of a known result and extends it. Sufficient conditions for such an invariance are given and are illustrated by examples.
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- Copyright © Applied Probability Trust 1984
Footnotes
Research supported by the Office of Naval Research Contract N00014–80-C-0507.
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