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

dc.creator	Bauer, Claus
dc.date	2010-06-01
dc.identifier	https://revistas.ufro.cl/ojs/index.php/cubo/article/view/1413
dc.identifier	10.4067/S0719-06462010000200011
dc.description	This 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.	en-US
dc.format	application/pdf
dc.language	eng
dc.publisher	Universidad de La Frontera. Temuco, Chile.	en-US
dc.relation	https://revistas.ufro.cl/ojs/index.php/cubo/article/view/1413/1266
dc.source	CUBO, A Mathematical Journal; Vol. 12 No. 2 (2010): CUBO, A Mathematical Journal; 169–187	en-US
dc.source	CUBO, A Mathematical Journal; Vol. 12 Núm. 2 (2010): CUBO, A Mathematical Journal; 169–187	es-ES
dc.source	0719-0646
dc.source	0716-7776
dc.subject	Skip-free processes	en-US
dc.subject	Markovian environment	en-US
dc.subject	stationary distribution	en-US
dc.title	A new solution algorithm for skip-free processes to the left	en-US
dc.type	info:eu-repo/semantics/article
dc.type	info:eu-repo/semantics/publishedVersion