The power-series algorithm:A numerical approach to Markov processes

Abstract

Abstract: The development of computer and communication networks and flexible manufacturing systems has led to new and interesting multidimensional queueing models. The Power-Series Algorithm is a numerical method to analyze and optimize the performance of such models. In this thesis, the applicability of the algorithm is extended. This is illustrated by introducing and analyzing a wide class of queueing networks with very general dependencies between the different queues. The theoretical basis of the algorithm is strengthened by proving analyticity of the steady-state distribution in light traffic and finding remedies for previous imperfections of the method. Applying similar ideas to the transient distribution renders new analyticity results. Various aspects of Markov processes, analytic functions and extrapolation methods are reviewed, necessary for a thorough understanding and efficient implementation of the Power-Series Algorithm.

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