An algorithmic approach for a special class of Markov chains

DOI10.1016/0167-6377(84)90046-4zbMATH Open0544.90027OpenAlexW2135824558MaRDI QIDQ797477FDOQ797477

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

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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)

Cites Work

• A recursive algorithm to generate joint probability distribution of arrivals from exponential sources during a random time interval
• A Numerical Method to Obtain the Equilibrium Results for the Multiple Finite Source Priority Queueing Model
• Title not available (Why is that?)

Cited In (25)

• Markov processes on a semi-infinite strip and the geometric tail algorithm
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• The Factorization of Queueing Equations and Their Interpretation
• A new solution algorithm for skip-free processes to the left
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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
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• Comparacion numerica de algoritmos para calcular distribuciones estacionarias de cadenas de Markov finitas
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• A Simple Numerical Approach for Infinite-State Markov Chains
• 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
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• 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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