A fast newton's iteration for M/G/1-type and GI/M/1-type markov chains

In this article we revisit Newton's iteration as a method to find the G or R matrix in M/G/1-type and GI/M/1-type Markov chains. We start by reconsidering the method proposed in Ref.[ 15 ], which required O(m 6 + Nm 4) time per iteration, and show that it can be reduced to O(Nm 4), where m is t...

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Detalles Bibliográficos
Autores Principales: Pérez, Juan F., Telek, Miklós, Van Houdt, Benny
Formato: Artículo (Article)
Lenguaje:Inglés (English)
Publicado: The Institute for Operations Research and the Management Sciences 2012
Acceso en línea:https://repository.urosario.edu.co/handle/10336/27431