Triangular M/G/1-type an tree-like QBD Markov chains

B. Van Houdt; J.S.H. Leeuwaarden, van

doi:10.1287/ijoc.1100.0387

Triangular M/G/1-type an tree-like QBD Markov chains

B. Van Houdt, J.S.H. Leeuwaarden, van

Stochastic Operations Research

Research output: Contribution to journal › Article › Academic › peer-review

16 Citations (Scopus)

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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
Pages (from-to)	165-171
Journal	INFORMS Journal on Computing
Volume	23
Issue number	1
DOIs	https://doi.org/10.1287/ijoc.1100.0387
Publication status	Published - 2011

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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.",

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AB - 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.

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Triangular M/G/1-type an tree-like QBD Markov chains

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