11 citations · 19 across the 6 of their papers we have counts for
6 papers
The time-dependent expected reward and deviation matrix of a finite QBD process
Sarah Dendievel, Sophie Hautphenne, Guy Latouche +1
Deriving the time-dependent expected reward function associated with a continuous-time Markov chain involves the computation of its transient deviation matrix. In this paper we foc…
Perturbation analysis of Markov modulated fluid models
Sarah Dendievel, Guy Latouche
We consider perturbations of positive recurrent Markov modulated fluid models. In addition to the infinitesimal generator of the phases, we also perturb the rate matrix, and analyz…
General solution of the Poisson equation for Quasi-Birth-and-Death processes
Dario A. Bini, Sarah Dendievel, Guy Latouche +1
We consider the Poisson equation , where is the transition matrix of a Quasi-Birth-and-Death (QBD) process with infinitely many levels, $\bm…
Computing the Exponential of Large Block-Triangular Block-Toeplitz Matrices Encountered in Fluid Queues
D. A. Bini, S. Dendievel, G. Latouche +1
The Erlangian approximation of Markovian fluid queues leads to the problem of computing the matrix exponential of a subgenerator having a block-triangular, block-Toeplitz structure…
Approximations for time-dependent distributions in Markovian fluid models
Sarah Dendievel, Guy Latouche
In this paper we study the distribution of the level at time of Markovian fluid queues and Markovian continuous time random walks, the maximum (and minimum) level over ,…
Poisson's equation for discrete-time quasi-birth-and-death processes
Sarah Dendievel, Guy Latouche, Yuanyuan Liu
We consider Poisson's equation for quasi-birth-and-death processes (QBDs) and we exploit the special transition structure of QBDs to obtain its solutions in two different forms. On…