Title
Triangular M/G/1-type and tree-like quasi-birth-death Markov chains Triangular M/G/1-type and tree-like quasi-birth-death Markov chains
Author
Faculty/Department
Faculty of Sciences. Mathematics and Computer Science
Publication type
article
Publication
Linthicum, Md ,
Subject
Computer. Automation
Source (journal)
Informs journal on computing / Operations Research Society of America. - Linthicum, Md
Volume/pages
23(2011) :1 , p. 165-171
ISSN
1091-9856
ISI
000287841500012
Carrier
E
Target language
English (eng)
Full text (Publishers DOI)
Affiliation
University of Antwerp
Abstract
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.
Full text (open access)
https://repository.uantwerpen.be/docman/irua/76cdae/4397.pdf
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