An algorithmic approach for sensitivity analysis of perturbed quasi-birth-and-death processes (Q1771278): Difference between revisions
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Revision as of 17:11, 12 February 2024
scientific article
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English | An algorithmic approach for sensitivity analysis of perturbed quasi-birth-and-death processes |
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An algorithmic approach for sensitivity analysis of perturbed quasi-birth-and-death processes (English)
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7 April 2005
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QBD process
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perturbed Markov chain
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RG-factorization
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perturbation analysis
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sensitivity analysis
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stochastic integral functional
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phase type (PH) distribution
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Markovian arrival process (MAP)
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