×

zbMATH — the first resource for mathematics

Perturbation theory for unbounded Markov reward processes with applications to queueing. (English) Zbl 0642.60099
Consider a discrete time, discrete state Markov chain where a reward r(i) is obtained every time when the chain enters state i. The function r(.) needs not be bounded; only a weak quasi-bounding condition is assumed. The problem: If the transition probabilities and/or the reward function are perturbated to a certain amount, what will be the effect on the average reward and the finite horizon reward. The results are applied to an M/M/1 queue and on overflow model.
Reviewer: H.Daduna

MSC:
60K30 Applications of queueing theory (congestion, allocation, storage, traffic, etc.)
90C47 Minimax problems in mathematical programming
90B22 Queues and service in operations research
90C31 Sensitivity, stability, parametric optimization
PDF BibTeX XML Cite
Full Text: DOI