Perturbation analysis for denumerable Markov chains with application to queueing models
From MaRDI portal
Publication:4662241
DOI10.1239/aap/1093962237zbMath1062.60066OpenAlexW2121672706MaRDI QIDQ4662241
Rudesindo Núñez-Queija, Konstantin E. Avrachenkov, Eitan Altman
Publication date: 30 March 2005
Published in: Unnamed Author (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1239/aap/1093962237
Computational methods in Markov chains (60J22) Queueing theory (aspects of probability theory) (60K25) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Continuous-time Markov processes on discrete state spaces (60J27)
Related Items (35)
A unified perturbation analysis framework for countable Markov chains ⋮ Perturbation analysis for continuous-time Markov chains ⋮ Quasi-stationary distributions for perturbed discrete time regenerative processes ⋮ The time-dependent expected reward and deviation matrix of a finite QBD process ⋮ Perturbation analysis for dynamic poverty indexes ⋮ Markovian queues with Poisson control ⋮ Quasi-stationary asymptotics for perturbed semi-Markov processes in discrete time ⋮ Robustness of iterated function systems of Lipschitz maps ⋮ Analytic approximations of queues with lightly- and heavily-correlated autoregressive service times ⋮ Asymptotics for Quasi-stationary Distributions of Perturbed Discrete Time Semi-Markov Processes ⋮ Asymptotic Expansions for Stationary Distributions of Perturbed Semi-Markov Processes ⋮ Unnamed Item ⋮ Sensitivity of the stationary distributions of denumerable Markov chains ⋮ A tutorial on event-based optimization -- a new optimization framework ⋮ Perturbation analysis of continuous‐time absorbing Markov chains ⋮ Processor sharing for two queues with vastly different rates ⋮ Singularly perturbed Markov chains: limit results and applications ⋮ A Taylor series approach for service-coupled queueing systems with intermediate load ⋮ Risk-Constrained Reinforcement Learning with Percentile Risk Criteria ⋮ The jump start power method: a new approach for computing the ergodic projector of a finite Markov chain ⋮ Strong stability and perturbation bounds for discrete Markov chains ⋮ Regular Perturbation of V-Geometrically Ergodic Markov Chains ⋮ New perturbation bounds for denumerable Markov chains ⋮ Two queues with random time-limited polling ⋮ Intermittent synchronization in finite-state random networks under Markov perturbations ⋮ Light-traffic analysis of random access systems without collisions ⋮ Perturbation analysis of an \(M/M/1\) queue in a diffusion random environment ⋮ Error bounds for augmented truncation approximations of Markov chains via the perturbation method ⋮ Perturbation analysis of a variable M/M/1 queue: a probabilistic approach ⋮ Taylor-series approximations for queues with arrival correlation ⋮ Monte Carlo Algorithms for Finding the Maximum of a Random Walk with Negative Drift ⋮ Stabilization of an Overloaded Queueing Network Using Measurement-Based Admission Control ⋮ On the Whittle index of Markov modulated restless bandits ⋮ Singularly Perturbed Markov Modulated Fluid Queues ⋮ Robust queueing theory: an initial study using imprecise probabilities
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Markov chains and stochastic stability
- Gradient estimates for the performance of Markov chains and discrete event processes
- Ergodic control of a singularly perturbed Markov process in discrete time with general state and compact action spaces
- Structural results for the control of queueing systems using event-based dynamic programming
- Computable bounds for geometric convergence rates of Markov chains
- Spectral theory and limit theorems for geometrically ergodic Markov processes
- Queues with Slowly Varying Arrival and Service Processes
- A Reduction Process for Perturbed Markov Chains
- Perturbation analysis of the M/M/1 queue in a markovian environment via the matrix-geometric method
- Introduction to Matrix Analytic Methods in Stochastic Modeling
- Strengthening ergodicity to geometric ergodicity for markov chains
- On the Relation Between Recurrence and Ergodicity Properties in Denumerable Markov Decision Chains
- Perturbation realization, potentials, and sensitivity analysis of Markov processes
- Countable-state-space Markov chains with two time scales and applications to queueing systems
- A note on the relation between weak derivatives and perturbation realization
- Measure-Valued Differentiation for Stationary Markov Chains
This page was built for publication: Perturbation analysis for denumerable Markov chains with application to queueing models
