Structured Markov chains solver: algorithms

  • Authors:
  • D. A. Bini;B. Meini;S. Steffé;B. Van Houdt

  • Affiliations:
  • Università di Pisa, Pisa, Italy;Università di Pisa, Pisa, Italy;Università di Pisa, Pisa, Italy;University of Antwerp, Antwerpen, Belgium

  • Venue:
  • SMCtools '06 Proceeding from the 2006 workshop on Tools for solving structured Markov chains
  • Year:
  • 2006

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Abstract

We analyze the problem of the numerical solution of structured Markov chains encountered in queuing models: we describe the main computational problems and present the most advanced algorithms currently available for their solutions.