Iterative Methods for Queueing Systems and Markov Chains


Wai Ki Ching

Department of Mathematics
The University of Hong Kong
Pokfulam Road, Hong Kong

Abstract :  Markovian queueing systems are widely used in the modeling of telecommunication systems, manufacturing systems, inventory systems and many other practical systems. Very often, in the system performance analysis, one faces the problem of solving the system steady-state probability distribution of a large number of states. Fast numerical algorithms based on Preconditioned  Conjugate Gradient (PCG) method will be presented to solve the problem. Other efficient iterative methods for solving Markov chains will also be  discussed.

Lecture Slide