Title
Computational Performance Bounds for Markov Chains With Applications
Abstract
For Markov chains exhibiting translation invariance of their transition probabilities on polyhedra covering the state space, we develop computational performance bounds for key measures of system performance. Duality allows us to obtain linear programming performance bounds. The Markov chains considered can be used to model multiclass queueing networks operating under affine index policies, a class of policies which subsume many that have been proposed.
Year
DOI
Venue
2008
10.1109/TAC.2008.921013
IEEE Trans. Automat. Contr.
Keywords
Field
DocType
Cost function,Linear programming,Semiconductor device manufacture,Manufacturing automation,State-space methods,System performance,Markov processes,Queueing analysis,Supply chains,Transportation
Affine transformation,Mathematical optimization,Markov process,Computer science,Markov chain,Queueing theory,Duality (optimization),Linear programming,State space,Examples of Markov chains
Journal
Volume
Issue
ISSN
53
5
0018-9286
Citations 
PageRank 
References 
6
0.85
4
Authors
2
Name
Order
Citations
PageRank
James R. Morrison119526.43
P. R. Kumar271771067.24