Closed-form solution of decomposable stochastic models

DOI10.1016/0898-1221(92)90091-UzbMath0849.60086MaRDI QIDQ1205883

Jon A. Sjogren

Publication date: 1 April 1993

Published in: Computers \& Mathematics with Applications (Search for Journal in Brave)

zbMATH Keywords

decomposable stochastic models

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Applications of queueing theory (congestion, allocation, storage, traffic, etc.) (60K30)

Uses Software

• SHARPE

Cites Work

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• Numerical transient analysis of Markov models
• The inversion of the Laplace transformation by a direct expansion in series and its application to boundary-value problems
• An Abstract Language for Specifying Markov Reliability Models
• Nineteen Dubious Ways to Compute the Exponential of a Matrix
• ON SEMI-MARKOV PROCESSES
• A Contribution to the Theory of Self-Renewing Aggregates, With Special Reference to Industrial Replacement
• Volterra integral and differential equations

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