A Method to Calculate Steady-State Distributions of Large Markov Chains by Aggregating States

DOI10.1287/OPRE.35.2.282MaRDI QIDQ3777828zbMATH OpenOpenAlexFDO

Authors Brion N. Feinberg, Samuel S. Chiu

Publication date 1987

Published in Operations Research (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1287/opre.35.2.282

zbMATH Keywords

irreducible discrete-time Markov chainsSingle Input Superstate Decomposable Markov Chainssteady-state distribution

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Markov and semi-Markov decision processes (90C40)

Recommendations

• Technical Note—A Markov Chain Partitioning Algorithm for Computing Steady State Probabilities
• An aggregation/disaggregation algorithm for computing the stationary distribution of a large markov chain
• scientific article; zbMATH DE number 1848276
• scientific article; zbMATH DE number 830005
• Comparisons Between Aggregation/Disaggregation and a Direct Algorithm for Computing the Stationary Probabilities of a Markov Chain

Cited in

(20)

• Queueing theory in manufacturing systems analysis and design: A classification of models for production and transfer lines
• Estimating equilibrium probabilities for band diagonal Markov chains using aggregation and disaggregation techniques
• An adaptive aggregation/disaggregation algorithm for hierarchical Markovian models
• A multi-cluster time aggregation approach for Markov chains
• Models of perishable queueing-inventory systems with server vacations
• A successive censoring algorithm for a system of connected LDQBD-processes
• Red light green light method for solving large Markov chains
• An efficient calculation algorithm in continuous-time Markov analysis using large-scale numerical calculation
• Asymptotic expansions for stationary distributions of perturbed semi-Markov processes
• Efficient solution for a class of Markov chain models of telecommunication systems
• Steady-State Approximation for a Vector Valued Markov Chain
• A New Algorithm for Computing the Ergodic Probability Vector for Large Markov Chains
• Untold Horrors About Steady-State Probabilities: What Reward-Based Measures Won’t Tell About the Equilibrium Distribution
• Technical Note—A Markov Chain Partitioning Algorithm for Computing Steady State Probabilities
• A Stable Algorithm to Calculate Steady-State Probability & Frequency of a Markov System
• Computation of Steady-State Probabilities for Infinite-State Markov Chains with Repeating Rows
• Refinable bounds for large Markov chains
• A SUCCESSIVE LUMPING PROCEDURE FOR A CLASS OF MARKOV CHAINS
• Computation of the steady-state probability of Markov chain evolving on a mixed state space
• Graph-based product form

This page was built for publication: A Method to Calculate Steady-State Distributions of Large Markov Chains by Aggregating States

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3777828)