An algorithmic approach for a special class of Markov chains

DOI10.1016/0167-6377(84)90046-4zbMath0544.90027OpenAlexW2135824558MaRDI QIDQ797477

Robert G. Sargent, J. George Shanthikumar

Publication date: 1984

Published in: Operations Research Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-6377(84)90046-4

zbMATH Keywords

algorithmqueuing modelssteady state probabilitiesspecial systems of linear equationssteady state equationstructured Markov chains

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Discrete-time Markov processes on general state spaces (60J05) Queueing theory (aspects of probability theory) (60K25) Queues and service in operations research (90B22) Linear equations (linear algebraic aspects) (15A06) Probabilistic methods, stochastic differential equations (65C99)

Related Items (3)

Algorithms for finding steady state probabilities for some special classes of finite state Markov chains ⋮ Reduced systems in Markov chains and their applications in queueing theory ⋮ Comparacion numerica de algoritmos para calcular distribuciones estacionarias de cadenas de Markov finitas

Cites Work

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• A recursive algorithm to generate joint probability distribution of arrivals from exponential sources during a random time interval
• A Numerical Method to Obtain the Equilibrium Results for the Multiple Finite Source Priority Queueing Model

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