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Abstract <p>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.</p>

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

  • 期刊论文

  • 发表日期：

    2025年6月1日

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  • A. I. Zeifman,
  • I. A. Usov,
  • Ya. A. Satin,
  • A. L. Kryukova,
  • V. Yu. Korolev

摘要

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.