Augmented truncation approximations of discrete-time Markov chains

From MaRDI portal
Publication:974997

DOI10.1016/j.orl.2009.12.001zbMath1187.90311OpenAlexW2048001809MaRDI QIDQ974997

B. E. Eshmatov

Publication date: 8 June 2010

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

Full work available at URL: https://doi.org/10.1016/j.orl.2009.12.001




Related Items

Stability of a two-queue cyclic polling system with BMAPs under gated service and state-dependent time-limited service disciplinesWavelet transform for quasi-birth-death process with a continuous phase setPerturbation analysis for continuous-time Markov chainsError Bounds for Augmented Truncations of Discrete-Time Block-Monotone Markov Chains under Subgeometric Drift ConditionsContinuous-time block-monotone Markov chains and their block-augmented truncationsWeak stability bounds for approximations of invariant measures with applications to queueingError bounds for augmented truncation approximations of continuous-time Markov chainsOn Stein's method for stochastically monotone single-birth chainsStochastic monotonicity and comparability of Markov chains with block-monotone transition matrices and their applications to queueing systemsApproximating Markov chains and \(V\)-geometric ergodicity via weak perturbation theoryPoisson's equation for discrete-time single-birth processesA weak perturbation theory for approximations of invariant measures in M/G/1 modelStationary Distributions of Continuous-Time Markov Chains: A Review of Theory and Truncation-Based ApproximationsAsymptotics of the Invariant Measure of a Generalized Markov Branching ProcessAugmented truncation approximations to the solution of Poisson's equation for Markov chainsError bounds for augmented truncation approximations of Markov chains via the perturbation methodAdditive Functionals for Discrete-Time Markov Chains with Applications to Birth-Death ProcessesError Bounds for Augmented Truncations of Discrete-Time Block-Monotone Markov Chains under Geometric Drift Conditions



Cites Work