A Fast Newton's Iteration for M/G/1-Type and GI/M/1-Type Markov Chains

DOI10.1080/15326349.2012.726038zbMath1259.60083OpenAlexW2077274535MaRDI QIDQ3145418

Benny Van Houdt, Miklós Telek, Juan F. Pérez

Publication date: 20 December 2012

Published in: Stochastic Models (Search for Journal in Brave)

Full work available at URL: https://hdl.handle.net/10067/1052370151162165141

zbMATH Keywords

Markov chainsNewton iterationmatrix-analytic methodsnumerical methods for Markov chains

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22) Numerical analysis or methods applied to Markov chains (65C40)

Related Items (4)

Numerical Solution of a Matrix Integral Equation Arising in Markov-Modulated Lévy Processes ⋮ A fast Newton-Shamanskii iteration for a matrix equation arising from M/G/1-type Markov chains ⋮ Deviation matrix and asymptotic variance for \(\mathrm{GI}/\mathrm{M}/1\)-type Markov chains ⋮ A simple analysis of system characteristics in the batch service queue with infinite-buffer and Markovian service process using the roots method:GI/C-MSP^(a,b)/1/∞

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