An algorithmic approach for sensitivity analysis of perturbed quasi-birth-and-death processes

DOI10.1023/B:QUES.0000046582.57514.35zbMath1102.60072OpenAlexW2061379830MaRDI QIDQ1771278

Li-Ming Liu, Quan-Lin Li

Publication date: 7 April 2005

Published in: Queueing Systems (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/b:ques.0000046582.57514.35

zbMATH Keywords

sensitivity analysisperturbation analysisMarkovian arrival process (MAP)QBD processRG-factorizationperturbed Markov chainphase type (PH) distributionstochastic integral functional

Mathematics Subject Classification ID

Queueing theory (aspects of probability theory) (60K25) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80)

Related Items (5)

Double-ended queues with non-Poisson inputs and their effective algorithms ⋮ Matched queues with flexible and impatient customers ⋮ An Overview for Markov Decision Processes in Queues and Networks ⋮ Continuous-time QBD processes with continuous phase variable ⋮ AnRG-Factorization Approach for a BMAP/M/1 Generalized Processor-Sharing Queue

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