
Accession Number : ADA131640
Title : Applications of SemiRegenerative Theory to Computations of Stationary Distributions of Markov Chains.
Descriptive Note : Technical rept.,
Corporate Author : STANFORD UNIV CA CENTER FOR RESEARCH ON ORGANIZATIONAL EFFICIENCY
Personal Author(s) : Grassmann,W K ; Taksar,Michael I
PDF Url : ADA131640
Report Date : Jan 1982
Pagination or Media Count : 27
Abstract : Arguments from Regenerative Theory have been used by a number of authors to solve equilibrium equations in queueing problems. In this paper we use SemiRegenerative Theory, which is a generalization and sophistication of Regenerative Theroy. We believe that this is the first paper which uses SemiRegenerative Theory for developing numerical (nonsimulation) algorithms to find the steadystate distribution of a Markov chain. The algorithm obtained is a modifications of the GaussJordan method, in which all the elements used in computations are always nonnegative, which makes the algorithm numerically stable.
Descriptors : *Queueing theory, *Markov processes, Algorithms, Stationary, Distribution theory, Theorems
Subject Categories : Operations Research
Distribution Statement : APPROVED FOR PUBLIC RELEASE