A sequential update algorithm for computing the stationary distribution vector in upper block-Hessenberg Markov chains (Q2281373)

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scientific article; zbMATH DE number 7146163
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    A sequential update algorithm for computing the stationary distribution vector in upper block-Hessenberg Markov chains
    scientific article; zbMATH DE number 7146163

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      A sequential update algorithm for computing the stationary distribution vector in upper block-Hessenberg Markov chains (English)
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      19 December 2019
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      upper block-Hessenberg Markov chain
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      level-dependent \(\mathrm{M}/\mathrm{G}/1\)-type Markov chain
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      matrix-infinite-product (MIP) form
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      last-block-column-linearly-augmented truncation (LBCL-augmented truncation)
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      \(\mathrm{BMAP}/\mathrm M/ \infty\) queue
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      \(\mathrm M/\mathrm M/s\) retrial queue
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