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Transient solutions for multidimensional denumerable state Markov processes
Hsu, GH; Xu, DJ
1996
Source PublicationQUEUEING SYSTEMS
ISSN0257-0130
Volume23Issue:1-4Pages:317-329
AbstractThe computational problem of transient solutions for denumerable state Markov Processes (MP's) has been solved by Hsu and Yuan [12], who derived an efficient algorithm with uniform error. However, when the state space of an MP is of two or more dimensions, even for computational methods dealing with stationary solutions, only the case where one of the dimensions is infinite and all the others are finite has been studied. In this paper, we study transient solutions for multidimensional denumerable state MP's and give an algorithm with uniform error. Some numerical results are presented.
Keywordtransient solutions multidimensional denumerable state Markov process uniformization technique uniform error
Language英语
WOS Research AreaComputer Science ; Operations Research & Management Science
WOS SubjectComputer Science, Interdisciplinary Applications ; Operations Research & Management Science
WOS IDWOS:A1996WL41000016
PublisherBALTZER SCI PUBL BV
Citation statistics
Cited Times:2[WOS]   [WOS Record]     [Related Records in WOS]
Document Type期刊论文
Identifierhttp://ir.amss.ac.cn/handle/2S8OKBNM/28887
Collection中国科学院数学与系统科学研究院
AffiliationCHINESE ACAD SCI,INST APPL MATH,BEIJING 100080,PEOPLES R CHINA
Recommended Citation
GB/T 7714
Hsu, GH,Xu, DJ. Transient solutions for multidimensional denumerable state Markov processes[J]. QUEUEING SYSTEMS,1996,23(1-4):317-329.
APA Hsu, GH,&Xu, DJ.(1996).Transient solutions for multidimensional denumerable state Markov processes.QUEUEING SYSTEMS,23(1-4),317-329.
MLA Hsu, GH,et al."Transient solutions for multidimensional denumerable state Markov processes".QUEUEING SYSTEMS 23.1-4(1996):317-329.
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