Effective algorithm for computation of the stationary distribution of multi-dimensional level-dependent Markov chains with upper block-Hessenberg structure of the generator

DOI10.1016/j.cam.2019.112425zbMath1471.60143OpenAlexW2971263156WikidataQ127331320 ScholiaQ127331320MaRDI QIDQ2332729

O. I. Kostyukova, Sergey Dudin, Alexander N. Dudin, Olga S. Dudina

Publication date: 5 November 2019

Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.cam.2019.112425

zbMATH Keywords

retrial queuebatch Markovian arrival processeffective algorithmlevel-dependent multi-dimensional Markov chainsunreliable service

Mathematics Subject Classification ID

Queueing theory (aspects of probability theory) (60K25) Queues and service in operations research (90B22) Numerical analysis or methods applied to Markov chains (65C40)

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