KMS Of Academy of mathematics and systems sciences, CAS
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. |
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