Effective algorithm for computation of the stationary distribution of multi-dimensional level-dependent Markov chains with upper block-Hessenberg structure of the generator

DOI10.1016/J.CAM.2019.112425MaRDI QIDQ2332729zbMATH OpenOpenAlexWikidataFDO

Authors S. A. Dudin, O. I. Kostyukova, Alexander Dudin, Olga Dudina

Publication date 5 November 2019

Published in Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.cam.2019.112425

zbMATH Keywords

batch Markovian arrival processeffective algorithmlevel-dependent multi-dimensional Markov chainsretrial queueunreliable service

Mathematics Subject Classification ID

Queueing theory (aspects of probability theory) (60K25) Numerical analysis or methods applied to Markov chains (65C40) Queues and service in operations research (90B22)

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Cited in

(15)

• Comparison theorems for splittings of M-matrices in (block) Hessenberg form
• A sequential update algorithm for computing the stationary distribution vector in upper block-Hessenberg Markov chains
• Analysis and computation of the stationary distribution in a special class of Markov chains of level-dependent \(\mathrm{M}/\mathrm{G}/1\)-type and its application to \(\mathrm{BMAP}/\mathrm{M}/\infty\) and \(\mathrm{BMAP}/\mathrm{M}/c+\mathrm{M}\) queues
• scientific article; zbMATH DE number 1234616 (Why is no real title available?)
• Computing the conditional stationary distribution in Markov chains of level-dependent \(\mathrm{M}/\mathrm{G}/1\)-type
• Optimization of road design via the use of a queueing model with transit and local users and processor sharing discipline
• A new matrix-infinite-product-form solution for upper block-Hessenberg Markov chains and its quasi-algorithmic constructibility
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• Analysis of retrial queuing system with limited processor sharing discipline and changing effective bandwidth
• Queueing system with control by admission of retrial requests depending on the number of busy servers and state of the underlying process of Markov arrival process of primary requests
• Analysis of BMAP/PH/c retrial queue with threshold-controlled retrials and synchronous working vacation
• Queueing model with correlated arrival process, simultaneous service of a finite number of customers, and pre-processing, post-processing and co-processing of customers
• Special structural Gramian approximation methods for model order reduction of time-delay systems
• Retrial queueing system of MAP / PH /N type with a finite buffer and group service. Stationary analysis of the system
• Multi-dimensional asymptotically quasi-Toeplitz Markov chains and their application in queueing theory

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