Computational Performance Bounds for Markov Chains With Applications Academic Article

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. 2008 IEEE.

authors

• Kumar, Panganamala

published proceedings

• IEEE Transactions on Automatic Control

author list (cited authors)

• Morrison, J. R., & Kumar, P. R.

citation count

• 9

complete list of authors

• Morrison, JR||Kumar, PR

publication date

• June 2008

publisher

• Institute of Electrical and Electronics Engineers (IEEE)  Publisher

published in

• IEEE Transactions on Automatic Control  Journal

Digital Object Identifier (DOI)

• 10.1109/tac.2008.921013

start page

• 1306

end page

• 1311

volume

• 53

issue

• 5

URL

• http://dx.doi.org/10.1109/tac.2008.921013