An algorithmic approach for a special class of Markov chains

DOI10.1016/0167-6377(84)90046-4MaRDI QIDQ797477zbMATH OpenOpenAlexFDO

Authors Robert G. Sargent, J. George Shanthikumar

Publication date 1984

Published in Operations Research Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0167-6377(84)90046-4

zbMATH Keywords

algorithmqueuing modelssteady state probabilitiesspecial systems of linear equationssteady state equationstructured Markov chains

Mathematics Subject Classification ID

Probabilistic methods, stochastic differential equations (65C99) Numerical mathematical programming methods (65K05) Queues and service in operations research (90B22) Queueing theory (aspects of probability theory) (60K25) Linear equations (linear algebraic aspects) (15A06) Discrete-time Markov processes on general state spaces (60J05)

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(26)

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• Reduced systems in Markov chains and their applications in queueing theory
• Exact algorithms for singular tridiagonal systems with applications to Markov chains
• scientific article; zbMATH DE number 4062457 (Why is no real title available?)
• Comparacion numerica de algoritmos para calcular distribuciones estacionarias de cadenas de Markov finitas
• A Simple Numerical Approach for Infinite-State Markov Chains
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• Efficient solution for a class of Markov chain models of telecommunication systems
• Special operator equations
• An efficient algorithm for counting Markov equivalent DAGs
• A method for calculating successive approximate solutions for a class of block banded M/G/1 type Markovian models
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• Algorithmic Computation of the Time-Dependent Solution of Structured Markov Chains and Its Application to Queues
• Matrix Methods for Queuing Problems
• scientific article; zbMATH DE number 1234616 (Why is no real title available?)
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• scientific article; zbMATH DE number 6683512 (Why is no real title available?)
• scientific article; zbMATH DE number 510828 (Why is no real title available?)
• ROW-CONTINUOUS FINITE MARKOV CHAINS : STRUCTURE AND ALGORITHMS
• On the Use of the Power Series Algorithm for General Markov Processes, with an Application to a Petri Net
• A non-recursive algorithm for classifying the states of a finite Markov chain
• Algorithms for finding steady state probabilities for some special classes of finite state Markov chains

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