Triangular M/G/1-Type and Tree-Like Quasi-Birth-Death Markov Chains

In applying matrix-analytic methods to M/G/1-type and tree-like quasi-birth-death (QBD) Markov chains, it is crucial to determine the solution to a (set of) nonlinear matrix equation(s). This is usually done via iterative methods. We consider the highly structured subclass of triangular M/G/1-type a...

Full description

Saved in:
Bibliographic Details
Published in:INFORMS journal on computing 2011-01, Vol.23 (1), p.165-171
Main Authors: Van Houdt, Benny, van Leeuwaarden, Johan S.H
Format: Article
Language:English
Subjects:
Iterative methods (Mathematics)
Markov analysis
Markov processes
Matrices
Matrix
matrix-analytic methods
Methods
nonlinear matrix equation
Nonlinear programming
quasi-birth-death processes
Queuing theory
Studies
tree-like QBD
triangular M/G/1-type Markov chains
Citations: Items that this one cites
Items that cite this one
Online Access:Get full text
Tags: Add Tag
No Tags, Be the first to tag this record!
Description
Summary:In applying matrix-analytic methods to M/G/1-type and tree-like quasi-birth-death (QBD) Markov chains, it is crucial to determine the solution to a (set of) nonlinear matrix equation(s). This is usually done via iterative methods. We consider the highly structured subclass of triangular M/G/1-type and tree-like QBD Markov chains that allows for an efficient direct solution of the matrix equation.
ISSN:1091-9856
1526-5528
1091-9856
DOI:10.1287/ijoc.1100.0387