SPECTRAL EXPANSION SOLUTION FOR A CLASS OF MARKOV-MODELS - APPLICATION AND COMPARISON WITH THE MATRIX-GEOMETRIC METHOD

被引:118
作者
MITRANI, I
CHAKKA, R
机构
[1] Computing Laboratory, University of Newcastle, Newcastle upon Tyne
关键词
MARKOV PROCESSES; QUEUES; NUMERICAL SOLUTIONS;
D O I
10.1016/0166-5316(94)00025-F
中图分类号
TP3 [计算技术、计算机技术];
学科分类号
0812 ;
摘要
Many two-dimensional Markov models whose state space is a semi-infinite strip (i.e. finite in one dimension and infinite in the other) can be solved efficiently by means of spectral expansion. This method and its application are described in the context of an M/M/N queue with general breakdowns and repairs. The results of experiments aimed at evaluating the relative merits of the spectral expansion and the matrix-geometric solutions are also presented.
引用
收藏
页码:241 / 260
页数:20
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