search query: @author Dijk, N. M. van / total: 5
reference: 2 / 5
| Author: | Dijk, N. M. van |
| Title: | Truncation of Markov chains with applications to queueing |
| Journal: | Operations Research
1991 : NOV-DEC, VOL. 39:6, p.1018-1027 |
| Index terms: | MARKOV CHAINS QUEUING THEORY PROBABILITY BIAS NUMERICAL COMPUTATION |
| Language: | eng |
| Abstract: | State-space truncation is frequently demanded for computation of large or infinite Markov chains. Conditions are given that guarantee an error bound or rate of convergence. Roughly, these conditions apply either when probabilities of large states are sufficiently small, or when transition probabilities for state increases become small in sufficiently large states. The verification of these conditions is based on establishing bounds for bias terms of reward structures. The paper is mainly concerned with illustrating the conditions for two concrete multidimensional, nonproduct form queueing examples: an overflow model and a tandem queue with blocking. |
SCIMA