1st International ICST Workshop on Tools for solving Structured Markov Chains

Research Article

Structured Markov chains solver: algorithms

  • @INPROCEEDINGS{10.1145/1190366.1190378,
        author={D. A.  Bini and B.  Meini and S.  Steffe and B.  Van Houdt},
        title={Structured Markov chains solver: algorithms},
        proceedings={1st International ICST Workshop on Tools for solving Structured Markov Chains},
        publisher={ACM},
        proceedings_a={SMCTOOLS},
        year={2012},
        month={4},
        keywords={},
        doi={10.1145/1190366.1190378}
    }
    
  • D. A. Bini
    B. Meini
    S. Steffe
    B. Van Houdt
    Year: 2012
    Structured Markov chains solver: algorithms
    SMCTOOLS
    ACM
    DOI: 10.1145/1190366.1190378
D. A. Bini1,*, B. Meini1,*, S. Steffe1,*, B. Van Houdt2,*
  • 1: Dipartimento di Matematica, Universita di Pisa, Pisa, Italy.
  • 2: Department of Mathematics and Computer Science, University of Antwerp, Antwerpen, Belgium.
*Contact email: bini@dm.unipi.it, meini@dm.unipi.it, steffe@dm.unipi.it, benny.vanhoudt@ua.ac.be

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.