@InProceedings{bini_et_al:DagSemProc.07461.1, author = {Bini, Dario A. and Meini, Beatrice and Ramaswami, Vaidyanathan and Remiche, Marie-Ange and Taylor, Peter}, title = {{07461 Abstracts Collection – Numerical Methods for Structured Markov Chains}}, booktitle = {Numerical Methods for Structured Markov Chains}, series = {Dagstuhl Seminar Proceedings (DagSemProc)}, ISSN = {1862-4405}, year = {2008}, volume = {7461}, editor = {Dario Bini and Beatrice Meini and Vaidyanathan Ramaswami and Marie-Ange Remiche and Peter Taylor}, publisher = {Schloss Dagstuhl -- Leibniz-Zentrum f{\"u}r Informatik}, address = {Dagstuhl, Germany}, URL = {https://drops.dagstuhl.de/entities/document/10.4230/DagSemProc.07461.1}, URN = {urn:nbn:de:0030-drops-14046}, doi = {10.4230/DagSemProc.07461.1}, annote = {Keywords: Matrix analytic methods, markov processes, queuing theory, numerical methods, structured matrices, telecommunication modeling, performance evaluation} } @InProceedings{bini_et_al:DagSemProc.07461.2, author = {Bini, Dario A. and Meini, Beatrice and Ramaswami, Vaidyanathan and Remiche, Marie-Ange and Taylor, Peter}, title = {{07461 Executive Summary – Numerical Methods for Structured Markov Chains}}, booktitle = {Numerical Methods for Structured Markov Chains}, pages = {1--2}, series = {Dagstuhl Seminar Proceedings (DagSemProc)}, ISSN = {1862-4405}, year = {2008}, volume = {7461}, editor = {Dario Bini and Beatrice Meini and Vaidyanathan Ramaswami and Marie-Ange Remiche and Peter Taylor}, publisher = {Schloss Dagstuhl -- Leibniz-Zentrum f{\"u}r Informatik}, address = {Dagstuhl, Germany}, URL = {https://drops.dagstuhl.de/entities/document/10.4230/DagSemProc.07461.2}, URN = {urn:nbn:de:0030-drops-14006}, doi = {10.4230/DagSemProc.07461.2}, annote = {Keywords: Matrix analytic methods, Markov processes, queuing theory, numerical methods, structured matrices, telecommunication modeling, performance evaluation.} } @InProceedings{lambert_et_al:DagSemProc.07461.3, author = {Lambert, Joke and van Houdt, Benny and Blondia, Chris}, title = {{A policy iteration algorithm for Markov decision processes skip-free in one direction}}, booktitle = {Numerical Methods for Structured Markov Chains}, pages = {1--3}, series = {Dagstuhl Seminar Proceedings (DagSemProc)}, ISSN = {1862-4405}, year = {2008}, volume = {7461}, editor = {Dario Bini and Beatrice Meini and Vaidyanathan Ramaswami and Marie-Ange Remiche and Peter Taylor}, publisher = {Schloss Dagstuhl -- Leibniz-Zentrum f{\"u}r Informatik}, address = {Dagstuhl, Germany}, URL = {https://drops.dagstuhl.de/entities/document/10.4230/DagSemProc.07461.3}, URN = {urn:nbn:de:0030-drops-14032}, doi = {10.4230/DagSemProc.07461.3}, annote = {Keywords: Markov Decision Process, Policy Evaluation, Skip-Free, Optical buffers, Fibre Delay Lines} } @InProceedings{fackrell:DagSemProc.07461.4, author = {Fackrell, Mark}, title = {{Characterizing Coxian Distributions of Algebraic Degree q and Triangular Order p}}, booktitle = {Numerical Methods for Structured Markov Chains}, pages = {1--10}, series = {Dagstuhl Seminar Proceedings (DagSemProc)}, ISSN = {1862-4405}, year = {2008}, volume = {7461}, editor = {Dario Bini and Beatrice Meini and Vaidyanathan Ramaswami and Marie-Ange Remiche and Peter Taylor}, publisher = {Schloss Dagstuhl -- Leibniz-Zentrum f{\"u}r Informatik}, address = {Dagstuhl, Germany}, URL = {https://drops.dagstuhl.de/entities/document/10.4230/DagSemProc.07461.4}, URN = {urn:nbn:de:0030-drops-13916}, doi = {10.4230/DagSemProc.07461.4}, annote = {Keywords: Phase-type distribution, Coxian distribution, algebraic degree, triangular order, rational Laplace-Stieltjes transform} } @InProceedings{bodrog_et_al:DagSemProc.07461.5, author = {Bodrog, Levente and Heindl, Armin and Horv\'{a}th, G\'{a}bor and Telek, Mikl\'{o}s and Horv\'{a}th, Andr\'{a}s}, title = {{Current results and open questions on PH and MAP characterization}}, booktitle = {Numerical Methods for Structured Markov Chains}, pages = {1--6}, series = {Dagstuhl Seminar Proceedings (DagSemProc)}, ISSN = {1862-4405}, year = {2008}, volume = {7461}, editor = {Dario Bini and Beatrice Meini and Vaidyanathan Ramaswami and Marie-Ange Remiche and Peter Taylor}, publisher = {Schloss Dagstuhl -- Leibniz-Zentrum f{\"u}r Informatik}, address = {Dagstuhl, Germany}, URL = {https://drops.dagstuhl.de/entities/document/10.4230/DagSemProc.07461.5}, URN = {urn:nbn:de:0030-drops-14010}, doi = {10.4230/DagSemProc.07461.5}, annote = {Keywords: PH distribution, ME distribution, MAP, MEP} } @InProceedings{yu_et_al:DagSemProc.07461.6, author = {Yu, Kaiqi and Stanford, David A. and Ren, Jiandong}, title = {{Erlangian Approximation to Finite Time Ruin Probabilities in Perturbed Risk Models}}, booktitle = {Numerical Methods for Structured Markov Chains}, pages = {1--15}, series = {Dagstuhl Seminar Proceedings (DagSemProc)}, ISSN = {1862-4405}, year = {2008}, volume = {7461}, editor = {Dario Bini and Beatrice Meini and Vaidyanathan Ramaswami and Marie-Ange Remiche and Peter Taylor}, publisher = {Schloss Dagstuhl -- Leibniz-Zentrum f{\"u}r Informatik}, address = {Dagstuhl, Germany}, URL = {https://drops.dagstuhl.de/entities/document/10.4230/DagSemProc.07461.6}, URN = {urn:nbn:de:0030-drops-13999}, doi = {10.4230/DagSemProc.07461.6}, annote = {Keywords: Perturbed risk processes, finite-time ruin probability, phase-type distribution, fluid flow models, Erlangization} } @InProceedings{bini_et_al:DagSemProc.07461.7, author = {Bini, Dario A. and Meini, Beatrice and Poloni, Federico}, title = {{From Algebraic Riccati equations to unilateral quadratic matrix equations: old and new algorithms}}, booktitle = {Numerical Methods for Structured Markov Chains}, pages = {1--28}, series = {Dagstuhl Seminar Proceedings (DagSemProc)}, ISSN = {1862-4405}, year = {2008}, volume = {7461}, editor = {Dario Bini and Beatrice Meini and Vaidyanathan Ramaswami and Marie-Ange Remiche and Peter Taylor}, publisher = {Schloss Dagstuhl -- Leibniz-Zentrum f{\"u}r Informatik}, address = {Dagstuhl, Germany}, URL = {https://drops.dagstuhl.de/entities/document/10.4230/DagSemProc.07461.7}, URN = {urn:nbn:de:0030-drops-13987}, doi = {10.4230/DagSemProc.07461.7}, annote = {Keywords: Algebraic Riccati Equation, Matrix Equation, Cyclic Reduction, Structured doubling algorithm} } @InProceedings{casale_et_al:DagSemProc.07461.8, author = {Casale, Giuliano and Zhang, Eddy Z. and Smirni, Evgenia}, title = {{Interarrival Times Characterization and Fitting for Markovian Traffic Analysis}}, booktitle = {Numerical Methods for Structured Markov Chains}, pages = {1--8}, series = {Dagstuhl Seminar Proceedings (DagSemProc)}, ISSN = {1862-4405}, year = {2008}, volume = {7461}, editor = {Dario Bini and Beatrice Meini and Vaidyanathan Ramaswami and Marie-Ange Remiche and Peter Taylor}, publisher = {Schloss Dagstuhl -- Leibniz-Zentrum f{\"u}r Informatik}, address = {Dagstuhl, Germany}, URL = {https://drops.dagstuhl.de/entities/document/10.4230/DagSemProc.07461.8}, URN = {urn:nbn:de:0030-drops-13908}, doi = {10.4230/DagSemProc.07461.8}, annote = {Keywords: MAP fitting, interarrival time process, higher-order moments} } @InProceedings{hautphenne_et_al:DagSemProc.07461.9, author = {Hautphenne, Sophie and Latouche, Guy and Remiche, Marie-Ange}, title = {{Matrix Analytic Methods in Branching processes}}, booktitle = {Numerical Methods for Structured Markov Chains}, pages = {1--3}, series = {Dagstuhl Seminar Proceedings (DagSemProc)}, ISSN = {1862-4405}, year = {2008}, volume = {7461}, editor = {Dario Bini and Beatrice Meini and Vaidyanathan Ramaswami and Marie-Ange Remiche and Peter Taylor}, publisher = {Schloss Dagstuhl -- Leibniz-Zentrum f{\"u}r Informatik}, address = {Dagstuhl, Germany}, URL = {https://drops.dagstuhl.de/entities/document/10.4230/DagSemProc.07461.9}, URN = {urn:nbn:de:0030-drops-13935}, doi = {10.4230/DagSemProc.07461.9}, annote = {Keywords: Branching Processes, Matrix Analytic Methods, Extinction Probability, Catastrophe Process} } @InProceedings{bladt_et_al:DagSemProc.07461.10, author = {Bladt, Mogens and Nielsen, Bo Friis}, title = {{Multivariate matrix-exponential distributions}}, booktitle = {Numerical Methods for Structured Markov Chains}, pages = {1--13}, series = {Dagstuhl Seminar Proceedings (DagSemProc)}, ISSN = {1862-4405}, year = {2008}, volume = {7461}, editor = {Dario Bini and Beatrice Meini and Vaidyanathan Ramaswami and Marie-Ange Remiche and Peter Taylor}, publisher = {Schloss Dagstuhl -- Leibniz-Zentrum f{\"u}r Informatik}, address = {Dagstuhl, Germany}, URL = {https://drops.dagstuhl.de/entities/document/10.4230/DagSemProc.07461.10}, URN = {urn:nbn:de:0030-drops-13975}, doi = {10.4230/DagSemProc.07461.10}, annote = {Keywords: Multivariate matrix-exponential distributions, multivariate phase-type distributions, rational Laplace transform} } @InProceedings{bini_et_al:DagSemProc.07461.11, author = {Bini, Dario A. and Iannazzo, Bruno and Meini, Beatrice and Poloni, Federico}, title = {{Nonsymmetric algebraic Riccati equations associated with an M-matrix: recent advances and algorithms}}, booktitle = {Numerical Methods for Structured Markov Chains}, pages = {1--31}, series = {Dagstuhl Seminar Proceedings (DagSemProc)}, ISSN = {1862-4405}, year = {2008}, volume = {7461}, editor = {Dario Bini and Beatrice Meini and Vaidyanathan Ramaswami and Marie-Ange Remiche and Peter Taylor}, publisher = {Schloss Dagstuhl -- Leibniz-Zentrum f{\"u}r Informatik}, address = {Dagstuhl, Germany}, URL = {https://drops.dagstuhl.de/entities/document/10.4230/DagSemProc.07461.11}, URN = {urn:nbn:de:0030-drops-13958}, doi = {10.4230/DagSemProc.07461.11}, annote = {Keywords: Nonsymmetric algebraic Riccati equations, matrix equation, M-matrices, Newton method, quadratically convergent algorithms, cyclic reduction, doubling} } @InProceedings{bodrog_et_al:DagSemProc.07461.12, author = {Bodrog, Levente and Horv\'{a}th, Andr\'{a}s and Telek, Mikl\'{o}s}, title = {{On the Properties of Moments of Matrix Exponential Distributions and Matrix Exponential Processes}}, booktitle = {Numerical Methods for Structured Markov Chains}, pages = {1--12}, series = {Dagstuhl Seminar Proceedings (DagSemProc)}, ISSN = {1862-4405}, year = {2008}, volume = {7461}, editor = {Dario Bini and Beatrice Meini and Vaidyanathan Ramaswami and Marie-Ange Remiche and Peter Taylor}, publisher = {Schloss Dagstuhl -- Leibniz-Zentrum f{\"u}r Informatik}, address = {Dagstuhl, Germany}, URL = {https://drops.dagstuhl.de/entities/document/10.4230/DagSemProc.07461.12}, URN = {urn:nbn:de:0030-drops-13943}, doi = {10.4230/DagSemProc.07461.12}, annote = {Keywords: Matrix exponential process, Markov arrival process, Matrix exponential distribution, phase type distribution} } @InProceedings{bini_et_al:DagSemProc.07461.13, author = {Bini, Dario A. and Meini, Beatrice and Ramaswami, Vaidyanathan}, title = {{On the tail decay of M/G/1-type Markov renewal processes}}, booktitle = {Numerical Methods for Structured Markov Chains}, pages = {1--7}, series = {Dagstuhl Seminar Proceedings (DagSemProc)}, ISSN = {1862-4405}, year = {2008}, volume = {7461}, editor = {Dario Bini and Beatrice Meini and Vaidyanathan Ramaswami and Marie-Ange Remiche and Peter Taylor}, publisher = {Schloss Dagstuhl -- Leibniz-Zentrum f{\"u}r Informatik}, address = {Dagstuhl, Germany}, URL = {https://drops.dagstuhl.de/entities/document/10.4230/DagSemProc.07461.13}, URN = {urn:nbn:de:0030-drops-13966}, doi = {10.4230/DagSemProc.07461.13}, annote = {Keywords: Renewal processes, tail decay, M/G/1-type Markov chains} } @InProceedings{grunbaum:DagSemProc.07461.14, author = {Gr\"{u}nbaum, Alberto F.}, title = {{QBD processes and matrix orthogonal polynomilas: somw new explicit examples}}, booktitle = {Numerical Methods for Structured Markov Chains}, series = {Dagstuhl Seminar Proceedings (DagSemProc)}, ISSN = {1862-4405}, year = {2008}, volume = {7461}, editor = {Dario Bini and Beatrice Meini and Vaidyanathan Ramaswami and Marie-Ange Remiche and Peter Taylor}, publisher = {Schloss Dagstuhl -- Leibniz-Zentrum f{\"u}r Informatik}, address = {Dagstuhl, Germany}, URL = {https://drops.dagstuhl.de/entities/document/10.4230/DagSemProc.07461.14}, URN = {urn:nbn:de:0030-drops-13922}, doi = {10.4230/DagSemProc.07461.14}, annote = {Keywords: QBD, orthogonal polynomials, Karlin-McGregor formula, representation theory} } @InProceedings{wuchner_et_al:DagSemProc.07461.15, author = {W\"{u}chner, Patrick and Sztrik, J\'{a}nos and de Meer, Hermann}, title = {{Structured Markov Chains Arising from Finite-Source Retrial Queues with Orital Search}}, booktitle = {Numerical Methods for Structured Markov Chains}, pages = {1--4}, series = {Dagstuhl Seminar Proceedings (DagSemProc)}, ISSN = {1862-4405}, year = {2008}, volume = {7461}, editor = {Dario Bini and Beatrice Meini and Vaidyanathan Ramaswami and Marie-Ange Remiche and Peter Taylor}, publisher = {Schloss Dagstuhl -- Leibniz-Zentrum f{\"u}r Informatik}, address = {Dagstuhl, Germany}, URL = {https://drops.dagstuhl.de/entities/document/10.4230/DagSemProc.07461.15}, URN = {urn:nbn:de:0030-drops-13895}, doi = {10.4230/DagSemProc.07461.15}, annote = {Keywords: Structured Markov chain, finite source, retrial queues, orbital search, performance measures, performance tool} }