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.
|Place of Publication||Enschede|
|Publisher||University of Twente|
|Number of pages||13|
|Publication status||Published - Sept 2012|
|Publisher||Department of Applied Mathematics, University of Twente|