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. Morrison | 1 | 195 | 26.43 |
P. R. Kumar | 2 | 7177 | 1067.24 |