论文标题

用于求解泊松方程的基质分析方法,并应用于Markov链条链的应用

Matrix-analytic methods for solving Poisson's equation with applications to Markov chains of GI/G/1-type

论文作者

Liu, Jinpeng, Liu, Yuanyuan, Zhao, Yiqiang Q.

论文摘要

在本文中,我们致力于开发用于求解泊松方程的基质分析方法,以解决不可减至和积极的复发时间马尔可夫链(DTMC)。将考虑两种特殊解决方案,包括偏差矩阵D和预期的添加剂型矩阵K。结果适用于Markov链的GI/G/1型和MAP/G/1队列与负面客户。还研究了连续时间马尔可夫链(CTMC)的进一步扩展。

In this paper, we are devoted to developing matrix-analytic methods for solving Poisson's equation for irreducible and positive recurrent discrete-time Markov chains (DTMCs). Two special solutions, including the deviation matrix D and the expected additive-type functional matrix K, will be considered. The results are applied to Markov chains of GI/G/1-type and MAP/G/1 queues with negative customers. Further extensions to continuous-time Markov chains (CTMCs) are also investigated.

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