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 Cet article a éte moissonné depuis la source Numdam

Voir la notice de l'article

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},
     year = {2018},
     publisher = {EDP-Sciences},
     volume = {52},
     number = {4-5},
     doi = {10.1051/ro/2018027},
     zbl = {1430.60075},
     mrnumber = {3884159},
     language = {en},
     url = {http://geodesic.mathdoc.fr/articles/10.1051/ro/2018027/}
}
TY  - JOUR
AU  - Issaadi, Badredine
AU  - Abbas, Karim
AU  - Aïssani, Djamil
TI  - A weak perturbation theory for approximations of invariant measures in M/G/1 model
JO  - RAIRO - Operations Research - Recherche Opérationnelle
PY  - 2018
SP  - 1411
EP  - 1428
VL  - 52
IS  - 4-5
PB  - EDP-Sciences
UR  - http://geodesic.mathdoc.fr/articles/10.1051/ro/2018027/
DO  - 10.1051/ro/2018027
LA  - en
ID  - RO_2018__52_4-5_1411_0
ER  - 
%0 Journal Article
%A Issaadi, Badredine
%A Abbas, Karim
%A Aïssani, Djamil
%T A weak perturbation theory for approximations of invariant measures in M/G/1 model
%J RAIRO - Operations Research - Recherche Opérationnelle
%D 2018
%P 1411-1428
%V 52
%N 4-5
%I EDP-Sciences
%U http://geodesic.mathdoc.fr/articles/10.1051/ro/2018027/
%R 10.1051/ro/2018027
%G en
%F RO_2018__52_4-5_1411_0
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

Cité par Sources :