An Approach to Obtaining Perturbation Bounds for Continuous-Time Markov Chains

Homogeneous Markov chains with continuous time are considered. A new approach is proposed that makes it possible to obtain accurate perturbation bounds for such chains with respect to perturbations of infinitesimal characteristics. It is shown how the results can be applied to stationary queuing systems of several classes and to some nonstationary systems.

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Publication Details

Journal
Doklady Mathematics
Published
2025-06-01
DOI
https://doi.org/10.1134/s1064562424601410
Primary Topic
Advanced Queuing Theory Analysis
Type
article
Field-Weighted Citation Impact
0.00
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article

An Approach to Obtaining Perturbation Bounds for Continuous-Time Markov Chains

Doklady Mathematics
Advanced Queuing Theory Analysis
article

An Approach to Obtaining Perturbation Bounds for Continuous-Time Markov Chains

article en

Abstract

Homogeneous Markov chains with continuous time are considered. A new approach is proposed that makes it possible to obtain accurate perturbation bounds for such chains with respect to perturbations of infinitesimal characteristics. It is shown how the results can be applied to stationary queuing systems of several classes and to some nonstationary systems.

Doklady MathematicsVol. 111(3)
Russian Academy of Sciences (RU), Vologda State University (RU), Lomonosov Moscow State University (RU)
Openalex Percentile: Top 29%
Advanced Queuing Theory Analysis
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An Approach to Obtaining Perturbation Bounds for Continuous-Time Markov Chains · Doklady Mathematics (2025) | TGRS Research Map | TGRS