IDEAS home Printed from https://ideas.repec.org/a/spr/annopr/v160y2008i1p121-13710.1007-s10479-007-0300-3.html
   My bibliography  Save this article

Two classes of time-inhomogeneous Markov chains: Analysis of the periodic case

Author

Listed:
  • Attahiru Alfa
  • Barbara Margolius

Abstract

We consider the M/G/1 and GI/M/1 types of Markov chains for which their one step transitions depend on the times of the transitions. These types of Markov chains are encountered in several stochastic models, including queueing systems, dams, inventory systems, insurance risk models, etc. We show that for the cases when the time parameters are periodic the systems can be analyzed using some extensions of known results in the matrix-analytic methods literature. We have limited our examples to those relating to queueing systems to allow us a focus. An example application of the model to a real life problem is presented. Copyright Springer Science+Business Media, LLC 2008

Suggested Citation

  • Attahiru Alfa & Barbara Margolius, 2008. "Two classes of time-inhomogeneous Markov chains: Analysis of the periodic case," Annals of Operations Research, Springer, vol. 160(1), pages 121-137, April.
    • Handle: RePEc:spr:annopr:v:160:y:2008:i:1:p:121-137:10.1007/s10479-007-0300-3
    DOI: 10.1007/s10479-007-0300-3
    as

    Download full text from publisher

    File URL: http://hdl.handle.net/10.1007/s10479-007-0300-3
    Download Restriction: Access to full text is restricted to subscribers.
    File URL: https://libkey.io/10.1007/s10479-007-0300-3?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. Attahiru Sule Alfa, 1982. "Time-Inhomogenous Bulk Server Queue in Discrete Time: A Transportation Type Problem," Operations Research, INFORMS, vol. 30(4), pages 650-658, August.
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Schwarz, Justus Arne & Selinka, Gregor & Stolletz, Raik, 2016. "Performance analysis of time-dependent queueing systems: Survey and classification," Omega, Elsevier, vol. 63(C), pages 170-189.

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Navid Izady, 2015. "Appointment Capacity Planning in Specialty Clinics: A Queueing Approach," Operations Research, INFORMS, vol. 63(4), pages 916-930, August.
    2. Justus Arne Schwarz & Martin Epp, 2016. "Performance evaluation of a transportation-type bulk queue with generally distributed inter-arrival times," International Journal of Production Research, Taylor & Francis Journals, vol. 54(20), pages 6251-6264, October.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:spr:annopr:v:160:y:2008:i:1:p:121-137:10.1007/s10479-007-0300-3. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Sonal Shukla or Springer Nature Abstracting and Indexing (email available below). General contact details of provider: http://www.springer.com .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.