Block cutpoint decomposition for markovian queueing systems

Dale R. Fox

Applied Stochastic Models and Data Analysis, 1988, vol. 4, issue 2, 101-114

Abstract: Steady‐state probabilities of Markov Processes are computed by enumerating subgraphs of the transition diagram of the process. The presence of cutpoints in the transition diagram allows for decomposition of the problem into smaller components. Examples from queueing theory are presented. Matrix representations for these structures are also discussed.

Date: 1988
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Persistent link: https://EconPapers.repec.org/RePEc:wly:apsmda:v:4:y:1988:i:2:p:101-114

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