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Approximate uniformization for continuous-time Markov chains with an application to performability analysis. (English) Zbl 0753.60066

Author’s summary: An approximate version of the standard uniformization technique is introduced for application to continuous-time Markov chains with unbounded jump rates. This technique is shown to be asymptotically exact and an error bound for the order of its accuracy is provided. An illustrative queueing application is included.
Reviewer: W.Schenk (Dresden)

MSC:

60J27 Continuous-time Markov processes on discrete state spaces
90B18 Communication networks in operations research
90C40 Markov and semi-Markov decision processes
60K10 Applications of renewal theory (reliability, demand theory, etc.)
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