Transient solutions for multidimensional denumerable state Markov processes

CSpace

	Transient solutions for multidimensional denumerable state Markov processes
	Hsu, GH; Xu, DJ
	1996
发表期刊	QUEUEING SYSTEMS
ISSN	0257-0130
卷号	23 期号:1-4 页码:317-329
摘要	The 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.
关键词	transient solutions multidimensional denumerable state Markov process uniformization technique uniform error
语种	英语
WOS研究方向	Computer Science ; Operations Research & Management Science
WOS类目	Computer Science, Interdisciplinary Applications ; Operations Research & Management Science
WOS记录号	WOS:A1996WL41000016
出版者	BALTZER SCI PUBL BV
引用统计
文献类型	期刊论文
条目标识符	http://ir.amss.ac.cn/handle/2S8OKBNM/28887
专题	中国科学院数学与系统科学研究院
通讯作者	Hsu, GH
作者单位	CHINESE ACAD SCI,INST APPL MATH,BEIJING 100080,PEOPLES R CHINA
推荐引用方式 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.