具有重复结构的无限马尔可夫过程的ETAQA解法

ETAQA Solutions for Infinite Markov Processes with Repetitive Structure

INFORMS journal on computing · 2007
被引 9
UTD 24ABS 3

中文导读

提出ETAQA方法,利用无限马尔可夫链的重复结构,通过求解有限线性方程组得到状态聚合概率,进而计算队列长度等性能指标,比经典方法更高效。

Abstract

We describe the ETAQA (efficient technique for the solution of quasi birth-death processes) approach for the exact analysis of M/G/1 and GI/M/1-type processes, and their intersection, i.e., quasi birth-death processes. ETAQA exploits the repetitive structure of the infinite portion of the chain and derives a finite system of linear equations. In contrast to the classic techniques for solution of such systems, the solution of this finite linear system does not provide the entire probability distribution of the state space, but simply allows calculation of the aggregate probability of a finite set of classes of states from the state space, appropriately defined. Nonetheless, these aggregate probabilities allow for computation of a rich set of measures of interest such as the system queue length or any of its higher moments. The proposed solution approach is exact and, for the case of M/G/1-type processes, compares favorably to the classic methods as shown by detailed time and space complexity analysis. Detailed experimentation further corroborates that ETAQA provides significantly less expensive solutions when compared to the classic methods.

排队论马尔可夫链随机过程算法