Iterative Methods for Queueing Systems and Markov Chains
by
Wai Ki Ching
Department of MathematicsThe University of Hong Kong
Pokfulam Road, Hong Kong
Email: wkc@maths.hku.hk
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.
