Teoriâ veroâtnostej i ee primeneniâ, Tome 20 (1975) no. 2, pp. 345-357
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G. Sh. Tsitsiashvili. Piecewise linear Markov chains and analysis of their stability. Teoriâ veroâtnostej i ee primeneniâ, Tome 20 (1975) no. 2, pp. 345-357. http://geodesic.mathdoc.fr/item/TVP_1975_20_2_a7/
@article{TVP_1975_20_2_a7,
author = {G. Sh. Tsitsiashvili},
title = {Piecewise linear {Markov} chains and analysis of their stability},
journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
pages = {345--357},
year = {1975},
volume = {20},
number = {2},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/TVP_1975_20_2_a7/}
}
TY - JOUR
AU - G. Sh. Tsitsiashvili
TI - Piecewise linear Markov chains and analysis of their stability
JO - Teoriâ veroâtnostej i ee primeneniâ
PY - 1975
SP - 345
EP - 357
VL - 20
IS - 2
UR - http://geodesic.mathdoc.fr/item/TVP_1975_20_2_a7/
LA - ru
ID - TVP_1975_20_2_a7
ER -
%0 Journal Article
%A G. Sh. Tsitsiashvili
%T Piecewise linear Markov chains and analysis of their stability
%J Teoriâ veroâtnostej i ee primeneniâ
%D 1975
%P 345-357
%V 20
%N 2
%U http://geodesic.mathdoc.fr/item/TVP_1975_20_2_a7/
%G ru
%F TVP_1975_20_2_a7
Piecewise linear functions and piecewise linear operators are defined, some of their properties are studied. A class of piecewise linear Markov chains is introduced by means of the notion of piecewise linear operator. A stability problem for these chains is solved by virtue of the Lyapunov function method. Some examples of piecewise linear Markov chains describing queueing systems are considered.