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| Author: | Fakinos, D. |
| Title: | Insensitivity of generalized semi-Markov processes evolving in a random environment |
| Journal: | Journal of the Operational Research Society
1991 : DEC, VOL. 42:12, p.1111--1115 |
| Index terms: | SENSITIVITY ANALYSIS STOCHASTIC PROCESSES MARKOV CHAINS PROBABILITY EQUATIONS OPERATIONAL RESEARCH |
| Language: | eng |
| Abstract: | The theory of insensitivity within generalized semi-Markov processes is extended to cover the case where such a process evolves in a random environment; that is, when decay rates and transition probabilities are functions of the state of an extraneous environmental process. The main result of the paper is a necessary and sufficient condition in terms of partial balance equations, for (X,Z) to be insensitive. As an application of the theorem developed in the article the M(G)k loss system with heterogeneous servers is examined, whose equilibrium behaviour in a random environment was studied formerly. |
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