Truncation of Markov Chains with Applications to Queueing

DOI10.1287/OPRE.39.6.1018MaRDI QIDQ4006344zbMATH OpenOpenAlexFDO

Authors Nico M. van Dijk

Publication date 26 September 1992

Published in Operations Research (Search for Journal in Brave)

Full work available at URL https://research.vu.nl/en/publications/a6f147c6-fd6d-4291-8f4b-4c1f6807c183

zbMATH Keywords

Markov chainsState-space truncationtandem queue with blockingtwo nonproduct form queueing examples

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Queueing theory (aspects of probability theory) (60K25)

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Cited in

(25)

• Approximate uniformization for continuous-time Markov chains with an application to performability analysis
• Uniformization for nonhomogeneous Markov chains
• Dependability evaluation of hierarchical systems
• Algorithms for an irreducible and lumpable strong stochastic bound
• Markov models with retrials: the calculation of stationary performance measures based on the concept of truncation.
• On the approximation of the stationary distribution of a monotone stochastic Markov chain
• Strong truncation approximation in tandem queues with blocking
• Weak stability bounds for approximations of invariant measures with applications to queueing
• Finite-state-space truncations for infinite quasi-birth-death processes
• A simplified framework for stochastic workflow networks
• Error bounds for state space truncation of finite Jackson networks
• On truncations and perturbations of Markov decision problems with an application to queueing network overflow control
• On truncation properties of finite-buffer queues and queueing networks
• On the rate of convergence and truncations for a class of Markovian queueing systems
• On state space truncation of finite Jackson networks
• Bounded truncation error for long-run averages in infinite Markov chains
• Error bounds for last-column-block-augmented truncations of block-structured Markov chains
• Two-sided truncations for a class of continuous-time Markov chains
• The censored Markov chain and the best augmentation
• Perturbation bounds and truncations for a class of Markovian queues
• Characterization of the conditional stationary distribution in Markov chains via systems of linear inequalities
• Numerical implementation of the augmented truncation approximation to single-server queues with level-dependent arrivals and disasters
• On the Effect of Finite Buffer Truncation in a Two-Node Jackson Network
• A subgeometric convergence formula for total-variation error of the level-increment truncation approximation of \(M/G/1\)-type Markov chains
• Queues with boundary assistance: The effects of truncation

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