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

Authors :
Gamarnik, David
Source :
Mathematics of Operations Research. May 2007, Vol. 32 Issue 2, p257, 9 p.
Publication Year :
2007

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. [...]

Details

Language :
English
ISSN :
0364765X
Volume :
32
Issue :
2
Database :
Gale General OneFile
Journal :
Mathematics of Operations Research
Publication Type :
Academic Journal
Accession number :
edsgcl.164558363