Markov models with retrials: The calculation of stationary performance measures based on the concept of truncation

An algorithm of optimal calculation of stationary performance measures of Markov models with retrials is suggested. The proposed method is based on the concept of truncated state space that is obtained after preliminary estimation and ignoring in the process of calculation the states with negligible probabilities. Formulae for determination of the error caused by using the truncated state space are presented together with an algorithm for estimation of the borders of the truncated state space providing given relative error of performance measures calculation. The suggested approach gives a great reduction of computer resources in estimating the performance measures of models with retrials.