Circulant Preconditioners for Markov-Modulated Poisson Processes and Their Applications to Manufacturing Systems
DOI10.1137/S0895479895293442zbMATH Open0880.65128OpenAlexW1993627957MaRDI QIDQ4337393FDOQ4337393
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Publication date: 22 January 1998
Published in: SIAM Journal on Matrix Analysis and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/s0895479895293442
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algorithmsconvergencenumerical resultsqueueing systemspreconditioned conjugate gradient methodmanufacturing systemscommunication systemsATM networksMarkov-modulated Poisson processhedging point policydata traffic systems
Probabilistic methods, stochastic differential equations (65C99) Iterative numerical methods for linear systems (65F10) Applications of Markov renewal processes (reliability, queueing networks, etc.) (60K20) Production models (90B30)
Cited In (18)
- An inventory model for manufacturing systems with delivery time guarantees.
- Estimating the parameters of a seasonal Markov-modulated Poisson process
- Dynamic policies for resource reallocation in a robotic mobile fulfillment system with time-varying demand
- Multipreconditioned GMRES for simulating stochastic automata networks
- Exact algorithms for singular tridiagonal systems with applications to Markov chains
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- Multigrid algorithm from cyclic reduction for Markovian queueing networks
- Iterative methods for manufacturing systems of two stations in tandem
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- Triangular and skew-symmetric splitting method for numerical solutions of Markov chains
- Scientific applications of iterative Toeplitz solvers
- Approximate evaluation of multi-location inventory models with lateral transshipments and hold back levels
- Iterative methods for flexible manufacturing systems
- Sensitivity analysis of machine repair problems in manufacturing systems with service interruptions
- Markovian approximation for manufacturing systems of unreliable machines in tandem
- Boundary value methods for solving transient solutions of Markovian queueing networks
- Integrated inventory management and supplier base reduction in a supply chain with multiple uncertainties
- Circulant preconditioners for failure prone manufacturing systems
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