The BRI Algorithm for Double-Sides QBD Process

摘要：

In this paper, we study the two-dimensional tridiagonal quasi-birth-and-death (QBD) process with infinite blocks and the blocks are infinite double sides tri-diagonal matrices, which has an important application in queue theory such as joining the shortest queue problem. Our objective is to develop an accurate and easily implementable algorithmic approach to compute the stationary probabilities of the process. We also give the computational complexity for the algorithm and some numerical examples.

作者: Dinghua Shi Hongbo Zhang

作者单位: Department of Mathematics, Shanghai University,Shanghai 200444,P.R. China Department of Mathematics, Shanghai University,Shanghai 200444, P.R. China

会议类型: 国际会议

会议名称: The Second International Conference on High Performance Computing and Applications(第二届高性能计算及应用国际会议)

会议地点: 上海

会议语种:英文

页码: 362-368

在线出版日期: 2009-08-10（万方平台首次上网日期，不代表论文的发表时间）