A sequential update algorithm for computing the stationary distribution vector in upper block-Hessenberg Markov chains
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DOI: 10.1007/s11134-019-09599-x
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References listed on IDEAS
- Yang Woo Shin, 2009. "Fundamental Matrix Of Transient Qbd Generator With Finite States And Level Dependent Transitions," Asia-Pacific Journal of Operational Research (APJOR), World Scientific Publishing Co. Pte. Ltd., vol. 26(05), pages 697-714.
- Tetsuya Takine, 2016. "Analysis and computation of the stationary distribution in a special class of Markov chains of level-dependent M/G/1-type and its application to BMAP/M/ $$\infty $$ ∞ and BMAP/M/c+M queues," Queueing Systems: Theory and Applications, Springer, vol. 84(1), pages 49-77, October.
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Cited by:
- Hiroyuki Masuyama, 2022. "Subexponential asymptotics of asymptotically block-Toeplitz and upper block-Hessenberg Markov chains," Queueing Systems: Theory and Applications, Springer, vol. 102(1), pages 175-217, October.
- Alexander Dudin & Olga Dudina & Sergei Dudin & Konstantin Samouylov, 2021. "Analysis of Multi-Server Queue with Self-Sustained Servers," Mathematics, MDPI, vol. 9(17), pages 1-18, September.
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Keywords
Upper block-Hessenberg Markov chain; Level-dependent M/G/1-type Markov chain; Matrix-infinite-product (MIP) form; Last-block-column-linearly-augmented truncation (LBCL-augmented truncation); BMAP/M/ $$infty $$ ∞ queue; M/M/s retrial queue;All these keywords.
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