Title
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Triangular M/G/1-type and tree-like quasi-birth-death Markov chains
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Author
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Abstract
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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. |
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Language
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English
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Source (journal)
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Informs journal on computing / Operations Research Society of America. - Linthicum, Md
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Publication
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Linthicum, Md
:
2011
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ISSN
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1091-9856
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DOI
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10.1287/IJOC.1100.0387
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Volume/pages
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23
:1
(2011)
, p. 165-171
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ISI
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000287841500012
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Full text (Publisher's DOI)
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Full text (open access)
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