An algorithmic approach for sensitivity analysis of perturbed quasi-birth-and-death processes
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Publication:1771278
DOI10.1023/B:QUES.0000046582.57514.35zbMath1102.60072MaRDI QIDQ1771278
Publication date: 7 April 2005
Published in: Queueing Systems (Search for Journal in Brave)
sensitivity analysis; perturbation analysis; Markovian arrival process (MAP); QBD process; RG-factorization; perturbed Markov chain; phase type (PH) distribution; stochastic integral functional
60K25: Queueing theory (aspects of probability theory)
60J10: Markov chains (discrete-time Markov processes on discrete state spaces)
60J80: Branching processes (Galton-Watson, birth-and-death, etc.)
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