Linear programming error bounds for random walks in the quarter-plane

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Abstract

We consider approximation of the performance of random walks in the quarter-plane. The approximation is in terms of a random walk with a product-form stationary distribution, which is obtained by perturbing the transition probabilities along the boundaries of the state space. A Markov reward approach is used to bound the approximation error. The main contribution of the work is the formulation of a linear program that provides the approximation error.
Original languageUndefined
Place of PublicationEnschede
PublisherUniversity of Twente
Number of pages13
Publication statusPublished - Sept 2012

Publication series

NameMemorandum
PublisherDepartment of Applied Mathematics, University of Twente
No.1988
ISSN (Print)1874-4850
ISSN (Electronic)1874-4850

Keywords

  • IR-84355
  • MSC-60G50
  • EWI-22249
  • METIS-289693

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