On the link between Markovian trees and tree-structured Markov chains

DOI10.1016/j.ejor.2009.03.052zbMath1173.90580OpenAlexW2132315300MaRDI QIDQ1038338

Sophie Hautphenne, Benny Van Houdt

Publication date: 17 November 2009

Published in: European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.ejor.2009.03.052

zbMATH Keywords

stochastic processesextinction probabilityNewton's iterationMarkovian multi-type branching processesMarkovian treestree-like quasi-birth-and-death processes

Mathematics Subject Classification ID

Queueing theory (aspects of probability theory) (60K25) Queues and service in operations research (90B22) Markov and semi-Markov decision processes (90C40)

Related Items (8)

A Structured Markov Chain Approach to Branching Processes ⋮ Quadratic vector equations ⋮ A Polynomial Time Algorithm for Computing Extinction Probabilities of Multitype Branching Processes ⋮ A modified Newton method for the quadratic vector equation arising in Markovian binary trees ⋮ On the solution of a quadratic vector equation arising in Markovian Binary Trees ⋮ The modified Newton-Shamanskii method for the solution of a quadratic vector equation arising in Markovian binary trees ⋮ Markovian Trees Subject to Catastrophes: Transient Features and Extinction Probability ⋮ Perturbation analysis of the extinction probability of a Markovian binary tree

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