Circulant Preconditioners for Markov-Modulated Poisson Processes and Their Applications to Manufacturing Systems

DOI10.1137/S0895479895293442zbMath0880.65128OpenAlexW1993627957MaRDI QIDQ4337393

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Publication date: 22 January 1998

Published in: SIAM Journal on Matrix Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/s0895479895293442

zbMATH Keywords

algorithmsconvergencenumerical resultsmanufacturing systemspreconditioned conjugate gradient methodqueueing systemsATM networkscommunication systemsMarkov-modulated Poisson processhedging point policydata traffic systems

Mathematics Subject Classification ID

Production models (90B30) Iterative numerical methods for linear systems (65F10) Applications of Markov renewal processes (reliability, queueing networks, etc.) (60K20) Probabilistic methods, stochastic differential equations (65C99)

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