Journal article

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

Sarah Dendievel, Sophie Hautphenne, Guy Latouche, Peter G Taylor

Linear Algebra and its Applications | ELSEVIER SCIENCE INC | Published : 2019

DOI: 10.1016/j.laa.2019.02.002

Grants

Awarded by Australian Research Council (ARC)

Awarded by Ministere de la Communaute francaise de Belgique through the Action de Recherche Concertee (ARC) grant

Funding Acknowledgements

Sophie Hautphenne and Peter Taylor would like to thank the Australian Research Council (ARC) for supporting this research through Discovery Early Career Researcher Award DE150101044 and Laureate Fellowship FL130100039, respectively. In addition, they both acknowledge the support of the ARC Centre of Excellence for Mathematical and Statistical Frontiers (ACEMS).Sarah Dendievel and Guy Latouche thank the Ministere de la Communaute francaise de Belgique for funding this research through the Action de Recherche Concertee (ARC) grant AUWB-08/13-ULB 5.Sarah Dendievel would also like to thank the Methusalem program of the Flemish Community of Belgium for supporting this work.

Keywords

Mathematics, Applied
Matrix Difference Equations
Expected Reward
Inverse
Perturbation Theory
Finite Quasi-Birth-And-Death Process
Science & Technology
Physical Sciences
Capacity
Mathematics
Markov-Chains
Deviation Matrix
Perturbation Analysis