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1. On the undecidability of computing stationary distributions and large deviation rates for constrained random walks

Author

Gamarnik, David

Subjects
Point mappings (Mathematics) -- Analysis -- Usage, Decision-making -- Analysis -- Usage, Liapunov functions -- Usage -- Analysis, Business, Computers and office automation industries, Mathematics, Analysis, Usage
Abstract

We consider a constrained homogeneous random walk in [Z.sup.d.sub.+]. Such random walks are used to model various stochastic processes, most importantly multiclass Markovian queueing networks operating under state-dependent scheduling policies. [...]

Published
2007

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