COMPUTATIONAL METHODS FOR STOCHASTIC MODELS II

摘要

We present a brief overview of an ongoing NSF-funded project entitled Computational Methods for Stochastic Models. This updates an article in the 1999 NSF Design and Manufacturing Research Conference. Areas of recent progress are ·Decomposition methods; ·Transform inversion; ·Markovian queues (phase-type queues); ·A sideline on random mappings. After a brief overview of the project, we discuss each in turn.ble of Contents