Two-Time-Scale Markov Chains and Applications to Quasi-Birth-Death Queues
From MaRDI portal
Publication:4652658
DOI10.1137/S003613990139756XzbMath1073.60072MaRDI QIDQ4652658
No author found.
Publication date: 28 February 2005
Published in: SIAM Journal on Applied Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/s003613990139756x
aggregation; singular perturbation; asymptotic expansion; occupation measure; switching diffusion; countable state space
60F05: Central limit and other weak theorems
60J27: Continuous-time Markov processes on discrete state spaces
34E05: Asymptotic expansions of solutions to ordinary differential equations
Related Items
Unnamed Item, Profit optimisation of the multiple-vacation machine repair problem using particle swarm optimisation, Hybrid competitive Lotka–Volterra ecosystems: countable switching states and two-time-scale models, Two classes of time-inhomogeneous Markov chains: Analysis of the periodic case, Asymptotic expansions of backward equations for two-time-scale Markov chains in continuous time, Mean stability and \(L_1\) performance of a class of two-time-scale Markov jump linear systems, Transient and periodic solution to the time-inhomogeneous quasi-birth death process, Singularly perturbed Markov chains: limit results and applications, Periodic solution to the time-inhomogeneous multi-server Poisson queue, Discrete-time Markov chains with two-time scales and a countable state space: limit results and queueing applications