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Numerical Methods for Structured Markov Chains
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Numerical Methods for Structured Markov Chains

Dario A. Bini, Guy Latouche, and Beatrice Meini

Abstract

The book deals with the numerical solution of structured Markov chains which include M/G/1 and G/M/1-type Markov chains, QBD processes, non-skip-free queues, and tree-like stochastic processes and has a wide applicability in queueing theory and stochastic modeling. It presents in a unified language the most up to date algorithms, which are so far scattered in diverse papers, written with different languages and notation. It contains a thorough treatment of numerical algorithms to solve these problems, from the simplest to the most advanced and most efficient. Nonlinear matrix equations are at ... More

Keywords: queueing models, stochastic processes, numerical algorithms, structured matrices, Toeplitz matrices, matrix equations, Wiener-Hopf factorizations

Bibliographic Information

Print publication date: 2005 Print ISBN-13: 9780198527688
Published to Oxford Scholarship Online: September 2007 DOI:10.1093/acprof:oso/9780198527688.001.0001

Authors

Affiliations are at time of print publication.

Dario A. Bini, author
Professor of Numerical Analysis, Department of Mathematics, University of Pisa

Guy Latouche, author
Professor of Applied Probability, Department of Informatics at the Universite Libre de Bruxelles

Beatrice Meini, author
Associate Professor of Numerical Analysis, Department of Mathematics, University of Pisa

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