On the solution of algebraic Riccati equations arising in fluid queues

DOI10.1016/j.laa.2005.04.019zbMath1108.65036OpenAlexW2167493384MaRDI QIDQ819148

Guy Latouche, Beatrice Meini, Bruno Iannazzo, Dario Andrea Bini

Publication date: 22 March 2006

Published in: Linear Algebra and its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.laa.2005.04.019

zbMATH Keywords

algorithmsnumerical resultsfluid queuesalgebraic Riccati equationsquadratic matrix equationscyclic reduction, Cayley transform

Mathematics Subject Classification ID

Matrix equations and identities (15A24)

Related Items

Multi-stage stochastic fluid models for congestion control, Numerical study on nonsymmetric algebraic Riccati equations, A subspace shift technique for nonsymmetric algebraic Riccati equations associated with an M-matrix, Condition numbers and backward error of a matrix polynomial equation arising in stochastic models, Monotone convergence of Newton-like methods for \(M\)-matrix algebraic Riccati equations, Two-parameters numerical methods of the non-symmetric algebraic Riccati equation, Continuous-time non-symmetric algebraic Riccati theory: a matrix pencil approach, SIR epidemics with stochastic infectious periods, Ruin problems for risk processes with dependent phase-type claims, Nonsymmetric Algebraic Riccati Equations under the Tensor Product, Quadratic vector equations, Iterative and doubling algorithms for Riccati‐type matrix equations: A comparative introduction, Perturbation analysis of Markov modulated fluid models, On algebraic Riccati equations associated with \(M\)-matrices, On some Krylov subspace based methods for large-scale nonsymmetric algebraic Riccati problems, Transforming algebraic Riccati equations into unilateral quadratic matrix equations, Google pageranking problem: The model and the analysis, A new class of nonsymmetric algebraic Riccati equations, The cyclic reduction algorithm: From Poisson equation to stochastic processes and beyond. In memoriam of Gene H. Golub, Ruin problems for epidemic insurance

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Fluid models in queueing theory and Wiener-Hopf factorization of Markov chains
• Computations with infinite Toeplitz matrices and polynomials
• A note on the minimal nonnegative solution of a nonsymmetric algebraic Riccati equation
• On the Iterative Solution of a Class of Nonsymmetric Algebraic Riccati Equations
• Nonsymmetric Algebraic Riccati Equations and Wiener--Hopf Factorization for M-Matrices
• A Shifted Cyclic Reduction Algorithm for Quasi-Birth-Death Problems
• Convergence Analysis of the Latouche--Ramaswami Algorithm for Null Recurrent Quasi-Birth-Death Processes
• A logarithmic reduction algorithm for quasi-birth-death processes
• Stationary distributions for fluid flow models with or without brownian noise
• ALGORITHMS FOR RETURN PROBABILITIES FOR STOCHASTIC FLUID FLOWS
• On the Solution of a Nonlinear Matrix Equation Arising in Queueing Problems
• Numerical Methods for Structured Markov Chains