On the Solution of a Nonlinear Matrix Equation Arising in Queueing Problems

DOI10.1137/S0895479895284804zbMath0861.65040OpenAlexW2047392283WikidataQ56560624 ScholiaQ56560624MaRDI QIDQ4717299

Publication date: 29 April 1997

Published in: SIAM Journal on Matrix Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/s0895479895284804

zbMATH Keywords

algorithm numerical results Toeplitz matrices matrix equation matrix power series queueing problems metropolitan networks

Mathematics Subject Classification ID

Queueing theory (aspects of probability theory) (60K25) Matrix equations and identities (15A24) Stochastic matrices (15B51) Probabilistic methods, stochastic differential equations (65C99)

Related Items

Nonlinear matrix equations and structured linear algebra, On the solution of algebraic Riccati equations arising in fluid queues, Solving nonlinear matrix equations arising in tree-like stochastic processes., THE M/G/1-TYPE MARKOV CHAIN WITH RESTRICTED TRANSITIONS AND ITS APPLICATION TO QUEUES WITH BATCH ARRIVALS, A comparative numerical study of the spectral theory approach of Nishimura and the roots method based on the analysis of $\mathrm{BDMMAP}/\mathrm{G}/1$ queue, Efficient computation of the extreme solutions of $X+A^*X^{-1}A=Q$ and $X-A^*X^{-1}A=Q$, ON LATOUCHE–RAMASWAMI'S LOGARITHMIC REDUCTION ALGORITHM FOR QUASI-BIRTH-AND-DEATH PROCESSES, Computations with infinite Toeplitz matrices and polynomials, An efficient solution to a retrial queue for the performability evaluation of DHCP, A class of iteration methods based on the Moser formula for nonlinear equations in Markov chains, A subspace shift technique for nonsymmetric algebraic Riccati equations associated with an M-matrix, A probabilistic algorithm for determining the fundamental matrix of a block M/G/1 Markov chain, Condition numbers and backward error of a matrix polynomial equation arising in stochastic models, Inverting block Toeplitz matrices in block Hessenberg form by means of displacement operators: Application to queueing problems, $h$-space structure in matrix displacement formulas, Exploiting the Toeplitz structure in certain queueing problems, A parallel radix-4 block cyclic reduction algorithm, DES AND RES PROCESSES AND THEIR EXPLICIT SOLUTIONS, Solving Quadratic Matrix Equations Arising in Random Walks in the Quarter Plane, Non-skip-free M/G/1-type Markov chains and Laurent matrix power series, Approximate solution for two stage open networks with Markov-modulated queues minimizing the state space explosion problem, A fast Newton-Shamanskii iteration for a matrix equation arising from M/G/1-type Markov chains, The Batch Markovian Arrival Process Subject to Renewal Generated Geometric Catastrophes, Newton-Shamanskii Method for a Quadratic Matrix Equation Arising in Quasi-Birth-Death Problems, Efficient methods for solving a nonsymmetric algebraic Riccati equation arising in stochastic fluid models, Transforming algebraic Riccati equations into unilateral quadratic matrix equations, The palindromic cyclic reduction and related algorithms, ALGORITHMS FOR RETURN PROBABILITIES FOR STOCHASTIC FLUID FLOWS, Fast and backward stable computation of eigenvalues and eigenvectors of matrix polynomials, Solving matrix polynomial equations arising in queueing problems, AMAP/G/1 Queue with an Underlying Birth–Death Process, A probabilistic interpretation of cyclic reduction and its relationships with logarithmic reduction, Approximating the ΣGI/G/squeue by Using Aggregation and Matrix Analytic Methods, Relaxed functional iteration techniques for the numerical solution of $M/G/1$ type Markov chains, The cyclic reduction algorithm: From Poisson equation to stochastic processes and beyond. In memoriam of Gene H. Golub, Algorithms for the Laplace-Stieltjes transforms of first return times for stochastic fluid flows, On the numerical solution of a nonlinear matrix equation in Markov chains, A Fast Newton's Iteration for M/G/1-Type and GI/M/1-Type Markov Chains