An algorithmic approach for a special class of Markov chains
algorithmqueuing modelsspecial systems of linear equationssteady state equationsteady state probabilitiesstructured Markov chains
Linear equations (linear algebraic aspects) (15A06) Discrete-time Markov processes on general state spaces (60J05) Queueing theory (aspects of probability theory) (60K25) Probabilistic methods, stochastic differential equations (65C99) Numerical mathematical programming methods (65K05) Queues and service in operations research (90B22)
The paper gives an algorithm for solving special systems of linear equations occurring e.g. when calculating the steady state probabilities for queuing models. The linear system has to be of the form \(xR=d\) where x and d are m-vectors, \(d=(0,0,...,0,1)\), \(R=L+U\) is an \(m\times m\)- matrix, L is lower triangular with nonzero diagonal elements and U is upper triangular with only \(\ell(<m)\) nonzero columns. So, essentially only a linear system of the size \(\ell \times \ell\) has to be solved.
- Algorithms for finding steady state probabilities for some special classes of finite state Markov chains
- scientific article; zbMATH DE number 1538062
- scientific article; zbMATH DE number 849077
- A Simple Numerical Approach for Infinite-State Markov Chains
- Numerical Solution of Linear Equations Arising in Markov Chain Models
- A Numerical Method to Obtain the Equilibrium Results for the Multiple Finite Source Priority Queueing Model
- A recursive algorithm to generate joint probability distribution of arrivals from exponential sources during a random time interval
- scientific article; zbMATH DE number 3778727 (Why is no real title available?)
- A non-recursive algorithm for classifying the states of a finite Markov chain
- Algorithms for finding steady state probabilities for some special classes of finite state Markov chains
- Reduced systems in Markov chains and their applications in queueing theory
- Markov processes on a semi-infinite strip and the geometric tail algorithm
- An efficient algorithm for counting Markov equivalent DAGs
- scientific article; zbMATH DE number 6683512 (Why is no real title available?)
- Special operator equations
- A new solution algorithm for skip-free processes to the left
- Efficient solution for a class of Markov chain models of telecommunication systems
- scientific article; zbMATH DE number 431648 (Why is no real title available?)
- Matrix Methods for Queuing Problems
- A Simple Numerical Approach for Infinite-State Markov Chains
- The Factorization of Queueing Equations and Their Interpretation
- ROW-CONTINUOUS FINITE MARKOV CHAINS : STRUCTURE AND ALGORITHMS
- scientific article; zbMATH DE number 4062457 (Why is no real title available?)
- Comparacion numerica de algoritmos para calcular distribuciones estacionarias de cadenas de Markov finitas
- scientific article; zbMATH DE number 1234616 (Why is no real title available?)
- scientific article; zbMATH DE number 510828 (Why is no real title available?)
- On the Use of the Power Series Algorithm for General Markov Processes, with an Application to a Petri Net
- scientific article; zbMATH DE number 1538062 (Why is no real title available?)
- A method for calculating successive approximate solutions for a class of block banded M/G/1 type Markovian models
- A graph-theoretic approach to queueing analysis part i: theory
- A graph-theoretic approach to queueing analysis part i: theory
- scientific article; zbMATH DE number 3994676 (Why is no real title available?)
- Algorithmic Computation of the Time-Dependent Solution of Structured Markov Chains and Its Application to Queues
- scientific article; zbMATH DE number 7329538 (Why is no real title available?)
- scientific article; zbMATH DE number 7774057 (Why is no real title available?)
- Exact algorithms for singular tridiagonal systems with applications to Markov chains
This page was built for publication: An algorithmic approach for a special class of Markov chains
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q797477)
