Algorithms for Markov stochastic models

作     者：XU Guanghui (HSU Guang-Hui)Institute of Applied Mathematics, Chinese Academy of Sciences, Asian-Pacific Operations Research Center Within CAS and APORS, Beijing 100080, China 

作者机构：Institute of Applied Mathematics Chinese Academy of Sciences Asian-Pacific Operations Research Center Within CAS and APORS Beijing China 

出 版 物：《Chinese Science Bulletin》 (科学通报(英文版))

年 卷 期：1999年第44卷第2期

页      面：97-100页

核心收录：

学科分类：02[经济学] 0202[经济学-应用经济学] 020208[经济学-统计学] 07[理学] 0714[理学-统计学（可授理学、经济学学位）] 070103[理学-概率论与数理统计] 0701[理学-数学] 

基　　金：National Natural Science Foundation of China NSFC: 19671088 

主　　题：Markov process stochastic model algorithm stationary solutions transient solutions first passage time uniform error. 

摘      要：A survey of the main results of algorithmic studies of Markov processes and related stochastic models is shown. It consists of stationary solutions, transient solutions, first passage times, and multidimensional denumerable state Markov processes. In conclusion, some remarks on further works are presented.