Randomization Procedures in the Computation of Cumulative-Time Distributions over Discrete State Markov Processes

DOI10.1287/opre.32.4.926zbMath0546.90038OpenAlexW2011124028MaRDI QIDQ3337918

Benjamin Melamed, M. Yadin

Publication date: 1984

Published in: Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1287/opre.32.4.926

zbMATH Keywords

Markov processesqueueing networkssojourn timediscrete statenumerical boundscomputation of cumulative-time distributions

Mathematics Subject Classification ID

Discrete-time Markov processes on general state spaces (60J05) Queues and service in operations research (90B22) Applications of Markov renewal processes (reliability, queueing networks, etc.) (60K20) Probabilistic methods, stochastic differential equations (65C99)

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