TRANSIENT SOLUTIONS FOR MULTIDIMENSIONAL DENUMERABLE STATE MARKOV-PROCESSES

Authors
HSU GH XU DJ
Citation
Gh. Hsu et Dj. Xu, TRANSIENT SOLUTIONS FOR MULTIDIMENSIONAL DENUMERABLE STATE MARKOV-PROCESSES, Queuing systems, 23(1-4), 1996, pp. 317-329
Citations number
26
Categorie Soggetti
Operatione Research & Management Science","Computer Science Interdisciplinary Applications
Journal title
Queuing systems → ACNP
ISSN journal
02570130
Volume
23
Issue
1-4
Year of publication
1996
Pages
317 - 329
Database
ISI
SICI code
0257-0130(1996)23:1-4<317:TSFMDS>2.0.ZU;2-N
Abstract
The computational problem of transient solutions for denumerable state Markov Processes (MP's) has been solved by Hsu and Yuan [12], who der ived an efficient algorithm with uniform error. However, when the stat e 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 stud ied. 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.