On structural properties of the value function for an unbounded jump Markov process with an application to a processor sharing retrial queue

Abstract

The derivation of structural properties for unbounded jump Markov processes cannot be done using standard mathematical tools, since the analysis is hindered due to the fact that the system is not uniformizable. We present a promising technique, a smoothed rate truncation method, to overcome the limitations of standard techniques and allow for the derivation… (More)
DOI: 10.1007/s11134-013-9371-9

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