Reduced System Algorithms for Markov Chains

DOI10.1287/MNSC.34.10.1202zbMATH Open0678.60094OpenAlexW1979076188MaRDI QIDQ3834833FDOQ3834833

Authors: Ram Lal, U. Narayan Bhat 

Publication date: 1988

Published in: Management Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1287/mnsc.34.10.1202

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zbMATH Keywords

queueing theoryfirst passage time distributionsteady state probabilities

Mathematics Subject Classification ID

Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20) Queueing theory (aspects of probability theory) (60K25) Operations research and management science (90B99)

Cited In (7)

• Reduction techniques for discrete-time Markov chains on totally ordered state space using stochastic comparisons
• Steady-State Approximation for a Vector Valued Markov Chain
• Reduced systems in Markov chains and their applications in queueing theory
• Computing absorption probabilities for a Markov chain
• Computing mean first passage times for a Markov chain
• On a new method of Markov chain reduction
• The state reduction and related algorithms and their applications to the study of Markov chains, graph theory, and the optimal stopping problem

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