Publication

The time-dependent expected reward and deviation matrix of a finite QBD process

Sophie Myriam Hautphenne
2019
Journal Articles

Abstract

Deriving the time-dependent expected reward function associated with a continuous-time Markov chain involves the computation of its transient deviation matrix. In this paper we focus on the special case of a finite quasi-birth-and-death (QBD) process, motivated by the desire to compute the expected revenue lost in a MAP/PH/1/C queue.

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The time-dependent expected reward and deviation matrix of a finite QBD process

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