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  • Search: subject:"Approximation of operators"
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Approximation of operators 2 Birth-and-death process 2 Dynamic programming 2 Fluid model 2 Information transmission 2 Queuing system 2 Random walk 2
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Piunovskiy, A. 2
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Computational Statistics 1 Mathematical Methods of Operations Research 1
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RePEc 2
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Random walk, birth-and-death process and their fluid approximations: absorbing case
Piunovskiy, A. - In: Mathematical Methods of Operations Research 70 (2009) 2, pp. 285-312
Fluid models are used to study functionals of the underlying random processes. Instead of analysing the trajectories, we investigate algebraic equations of the dynamic programming type which turn out to be discrete analogs of the corresponding differential equations. This analysis makes it...
Persistent link: https://www.econbiz.de/10010950118
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Cover Image
Random walk, birth-and-death process and their fluid approximations: absorbing case
Piunovskiy, A. - In: Computational Statistics 70 (2009) 2, pp. 285-312
Fluid models are used to study functionals of the underlying random processes. Instead of analysing the trajectories, we investigate algebraic equations of the dynamic programming type which turn out to be discrete analogs of the corresponding differential equations. This analysis makes it...
Persistent link: https://www.econbiz.de/10010759331
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