A new solution algorithm for skip-free processes to the left

dc.creatorBauer,Claus
dc.date2010-01-01
dc.date.accessioned2017-03-07T16:36:25Z
dc.date.available2017-03-07T16:36:25Z
dc.identifierhttp://www.scielo.cl/scielo.php?script=sci_arttext&pid=S0719-06462010000200011
dc.identifier.urihttp://repositorioslatinoamericanos.uchile.cl/handle/2250/404495
dc.descriptionThis paper proposes a new solution algorithm for steady state models describing skip-free processes to the left where each level has one phase. The computational complexity of the algorithm is independent of the number of levels of the system. If the skip parameter of the skip-free process is significantly smaller than the number of levels of the system, our algorithm numerically outperforms existing algorithms for skip-free processes. The proposed algorithm is based on a novel method for applying generalized Fibonacci series to the solution of steady state models.
dc.formattext/html
dc.languageen
dc.publisherUniversidad de La Frontera. Departamento de Matemática y Estadística
dc.publisherUniversidade Federal de Pernambuco. Departamento de Matemática
dc.sourceCubo (Temuco) v.12 n.2 2010
dc.subjectSkip-free processes
dc.subjectMarkovian environment
dc.subjectstationary distribution
dc.titleA new solution algorithm for skip-free processes to the left
dc.typeArtículos de revistas


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