A fast Newton-Shamanskii iteration for a matrix equation arising from M/G/1-type Markov chains

DOI10.1155/2017/4018239zbMath1426.90071arXiv1508.06341OpenAlexW2765232027MaRDI QIDQ1992695

Pei-Chang Guo

Publication date: 5 November 2018

Published in: Mathematical Problems in Engineering (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1508.06341

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Numerical computation of solutions to systems of equations (65H10) Queueing theory (aspects of probability theory) (60K25) Queues and service in operations research (90B22) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Matrix equations and identities (15A24)

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• THE M/G/1-TYPE MARKOV CHAIN WITH RESTRICTED TRANSITIONS AND ITS APPLICATION TO QUEUES WITH BATCH ARRIVALS
• A Fast Newton's Iteration for M/G/1-Type and GI/M/1-Type Markov Chains
• A duality theorem for the matrix paradigms in queueing theory
• On the Dual Relationship Between Markov Chains of GI/M/1 and M/G/1 Type
• Nonlinear Matrix Equations in Applied Probability—Solution Techniques and Open Problems
• Moment formulas for the Markov renewal branching process
• Introduction to Matrix Analytic Methods in Stochastic Modeling
• Newton's iteration for non-linear equations in Markov chains
• An invariant subspace approach in m/g/l and g/m/l type markov chains
• On the Solution of a Nonlinear Matrix Equation Arising in Queueing Problems
• Numerical Methods for Structured Markov Chains

This page was built for publication: A fast Newton-Shamanskii iteration for a matrix equation arising from M/G/1-type Markov chains