Abstract
We consider a Markov Chain in which the state space is partitioned into sets where both transitions within sets and between sets have a special structure. Transitions within each set constitute a finite level dependent quasi-birth-and-death-process (LDQBD), and transitions between sets are restricted to six types of transitions. These latter types are needed to preserve the sets structure in the reduction step of our algorithm. Specifically, we present a successive censoring algorithm, based on matrix analytic methods, to obtain the stationary distribution of this system of connected LDQBD-processes.
| Original language | English |
|---|---|
| Pages (from-to) | 389-410 |
| Number of pages | 22 |
| Journal | Annals of Operations Research |
| Volume | 310 |
| Issue number | 2 |
| DOIs | |
| State | Published - Mar 2022 |
Bibliographical note
Publisher Copyright:© 2021, The Author(s), under exclusive licence to Springer Science+Business Media, LLC part of Springer Nature.
Keywords
- Connected level dependent QBD-processes
- Exact aggregation/disaggregation
- Matrix analytic methods
- Steady state analysis
- Successive censoring algorithm
ASJC Scopus subject areas
- Decision Sciences (all)
- Management Science and Operations Research