Approximate uniformization for continuous-time Markov chains with an application to performability analysis

DOI10.1016/0304-4149(92)90018-LzbMath0753.60066MaRDI QIDQ1190175

Nico M. van Dijk

Publication date: 27 September 1992

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

zbMATH Keywords

continuous-time Markov chainsjump ratesqueueing applicationuniformization technique

Mathematics Subject Classification ID

Communication networks in operations research (90B18) Markov and semi-Markov decision processes (90C40) Applications of renewal theory (reliability, demand theory, etc.) (60K10) Continuous-time Markov processes on discrete state spaces (60J27)

Related Items (8)

Optimization problems in chemical reactions using continuous-time Markov chains ⋮ Unnamed Item ⋮ Uniformization for nonhomogeneous Markov chains ⋮ On product form approximations for communication networks with losses: Error bounds ⋮ A Simple Performability Estimate for Jackson Networks with an Unreliable Output Channel ⋮ Approximate adaptive uniformization of continuous-time Markov chains ⋮ On first passage times in discrete skeletons and uniformized versions of a continuous-time Markov chain ⋮ On the Whittle index of Markov modulated restless bandits

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