Perturbed Markov Processes

Abstract

A Markov process in discrete time is perturbed by a small parameter. A perturbation theory is constructed, both for a time-dependent process, and for a stationary state. Some queueing applications are discussed.

Keywords:

• Markov process
• Perturbed queue
• Key function
• Perturbation
• Truncation error
• 60J35
• 60K25
• 90B22

Acknowledgment

An anonymous referee is thanked for valuable comments.