An algorithmic approach for a special class of Markov chains

DOI10.1016/0167-6377(84)90046-4MaRDI QIDQ797477zbMATH OpenOpenAlexFDO

Authors Robert G. Sargent, J. George Shanthikumar

Publication date 1984

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

Full work available at URL https://doi.org/10.1016/0167-6377(84)90046-4

zbMATH Keywords

algorithmqueuing modelssteady state probabilitiesspecial systems of linear equationssteady state equationstructured Markov chains

Mathematics Subject Classification ID

Probabilistic methods, stochastic differential equations (65C99) Numerical mathematical programming methods (65K05) Queues and service in operations research (90B22) Queueing theory (aspects of probability theory) (60K25) Linear equations (linear algebraic aspects) (15A06) Discrete-time Markov processes on general state spaces (60J05)

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• The Factorization of Queueing Equations and Their Interpretation
• ROW-CONTINUOUS FINITE MARKOV CHAINS : STRUCTURE AND ALGORITHMS
• On the Use of the Power Series Algorithm for General Markov Processes, with an Application to a Petri Net
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• A method for calculating successive approximate solutions for a class of block banded M/G/1 type Markovian models
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• Reduced systems in Markov chains and their applications in queueing theory
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• Algorithmic Computation of the Time-Dependent Solution of Structured Markov Chains and Its Application to Queues
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