Geodesic
A weak perturbation theory for approximations of invariant measures in M/G/1 model
RAIRO - Operations Research - Recherche Opérationnelle, Tome 52 (2018) no. 4-5, pp. 1411-1428

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The calculation of the stationary distribution for a stochastic infinite matrix is generally difficult and does not have closed form solutions, it is desirable to have simple approximations converging rapidly to this distribution. In this paper, we use the weak perturbation theory to establish analytic error bounds for the M/G/1 model. Numerical examples are carried out to illustrate the quality of the obtained error bounds.

Reçu le :
Accepté le :
DOI : 10.1051/ro/2018027
Classification : 68M20, 60K25, 60J10
Keywords: Truncation, queueing system, weak stability, algorithm

Issaadi, Badredine 1 ; Abbas, Karim 1 ; Aïssani, Djamil 1

1 
@article{RO_2018__52_4-5_1411_0,
     author = {Issaadi, Badredine and Abbas, Karim and A{\"\i}ssani, Djamil},
     title = {A weak perturbation theory for approximations of invariant measures in {M/G/1} model},
     journal = {RAIRO - Operations Research - Recherche Op\'erationnelle},
     pages = {1411--1428},
     publisher = {EDP-Sciences},
     volume = {52},
     number = {4-5},
     year = {2018},
     doi = {10.1051/ro/2018027},
     zbl = {1430.60075},
     mrnumber = {3884159},
     language = {en},
     url = {http://geodesic.mathdoc.fr/articles/10.1051/ro/2018027/}
}
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Issaadi, Badredine; Abbas, Karim; Aïssani, Djamil. A weak perturbation theory for approximations of invariant measures in M/G/1 model. RAIRO - Operations Research - Recherche Opérationnelle, Tome 52 (2018) no. 4-5, pp. 1411-1428. doi: 10.1051/ro/2018027

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