Augmented truncation approximations of discrete-time Markov chains

DOI10.1016/j.orl.2009.12.001zbMath1187.90311MaRDI QIDQ974997

B. E. Eshmatov

Publication date: 8 June 2010

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

Full work available at URL: https://doi.org/10.1016/j.orl.2009.12.001

zbMATH Keywords

truncation; Markov chains; queues; geometric ergodicity; polynomial ergodicity

Mathematics Subject Classification ID

90B22: Queues and service in operations research

90C40: Markov and semi-Markov decision processes

Related Items

Stochastic monotonicity and comparability of Markov chains with block-monotone transition matrices and their applications to queueing systems, A weak perturbation theory for approximations of invariant measures in M/G/1 model, Stationary Distributions of Continuous-Time Markov Chains: A Review of Theory and Truncation-Based Approximations, Error bounds for augmented truncation approximations of Markov chains via the perturbation method, Error Bounds for Augmented Truncations of Discrete-Time Block-Monotone Markov Chains under Geometric Drift Conditions, On Stein's method for stochastically monotone single-birth chains, Wavelet transform for quasi-birth-death process with a continuous phase set, Continuous-time block-monotone Markov chains and their block-augmented truncations, Weak stability bounds for approximations of invariant measures with applications to queueing, Augmented truncation approximations to the solution of Poisson's equation for Markov chains, Stability of a two-queue cyclic polling system with BMAPs under gated service and state-dependent time-limited service disciplines, Error bounds for augmented truncation approximations of continuous-time Markov chains, Approximating Markov chains and \(V\)-geometric ergodicity via weak perturbation theory, Poisson's equation for discrete-time single-birth processes, Perturbation analysis for continuous-time Markov chains, Asymptotics of the Invariant Measure of a Generalized Markov Branching Process, Additive Functionals for Discrete-Time Markov Chains with Applications to Birth-Death Processes, Error Bounds for Augmented Truncations of Discrete-Time Block-Monotone Markov Chains under Subgeometric Drift Conditions

Cites Work

• Iterative aggregation: convergence rate
• Markov chains and stochastic stability
• Monotone infinite stochastic matrices and their augmented truncations
• Computing the stationary distribution for infinite Markov chains
• Approximations of quasi-stationary distributions for Markov chains.
• Renewal theory and computable convergence rates for geometrically erdgodic Markov chains
• Polynomial convergence rates of Markov chains
• Practical drift conditions for subgeometric rates of convergence.
• Augmented truncations of infinite stochastic matrices
• Truncation approximations of invariant measures for Markov chains
• Subgeometric Rates of Convergence of f-Ergodic Markov Chains
• Stochastic block–monotonicity in the approximation of the stationary distribution of infinite markov chains
• The censored Markov chain and the best augmentation
• Several Types of Ergodicity for M/G/1-Type Markov Chains and Markov Processes
• Unnamed Item
• Unnamed Item
• Unnamed Item