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...
| Autores Principales: | , , |
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| Formato: | Artículo (Article) |
| Lenguaje: | Inglés (English) |
| Publicado: |
The Institute for Operations Research and the Management Sciences
2012
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| Materias: | |
| Acceso en línea: | https://repository.urosario.edu.co/handle/10336/27431 https://doi.org/10.1080/15326349.2012.726038 |