Package jline.lib.butools.mam

Class Multiregime

java.lang.Object

jline.lib.butools.mam.Multiregime

public final class Multiregime
extends Object

Method Summary

Modifier and Type	Method	Description
static Matrix[]	multiregime(List<Matrix> Q, List<double[]> R, List<Matrix> Qt, List<double[]> Rt, double[] T, double[] pdfpoints, double[] cdfpoints)	Solves a multi-regime feedback Markovian fluid queue.

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Method Details

multiregime

public static Matrix[] multiregime(List<Matrix> Q,
 List<double[]> R,
 List<Matrix> Qt,
 List<double[]> Rt,
 double[] T,
 double[] pdfpoints,
 double[] cdfpoints)

Solves a multi-regime feedback Markovian fluid queue. Q, Qt are lists of generators (per regime k=1..K and per boundary k=0..K); R, Rt are lists of diagonal drift-rate VECTORS; T is the vector of regime thresholds.

Returns:

{pdf, pdfd, cdf, cdfm}, each (points x N).