Abstract
In applying matrix-analytic methods to M/G/1-type and tree-like 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.
Original language | English |
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Pages (from-to) | 165-171 |
Journal | INFORMS Journal on Computing |
Volume | 23 |
Issue number | 1 |
DOIs | |
Publication status | Published - 2011 |