Poisson's equation for queues driven by a Markovian marked point process
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Cites work
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Cited in
(18)- The variance constant for continuous-time level dependent quasi-birth-and-death processes
- Asymptotic mean and variance of departures in an \(M/G/1/K + 1\) queue
- Poisson equation and discrete one-sided Hilbert transform for (C, )-bounded operators
- Augmented truncation approximations to the solution of Poisson's equation for Markov chains
- Poisson functionals of Markov processes and queueing networks
- Matrix structures in queuing models
- Hoeffding's inequality for Markov processes via solution of Poisson's equation
- Additive functionals for discrete-time Markov chains with applications to birth-death processes
- Poisson's equation for the recurrent M/G/1 queue
- An algorithm for asymptotic mean and variance for Markov renewal process of \(M/G/1\) type with finite level
- The estimation of phase-type related functionals using Markov chain Monte Carlo methods
- Deviation matrix and asymptotic variance for \(\mathrm{GI}/\mathrm{M}/1\)-type Markov chains
- Central limit theorems for ergodic continuous-time Markov chains with applications to single birth processes
- Markovian queues with Poisson control
- Poisson's equation for discrete-time single-birth processes
- General solution of the Poisson equation for quasi-birth-and-death processes
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