Reduced System Algorithms for Markov Chains

DOI10.1287/MNSC.34.10.1202MaRDI QIDQ3834833zbMATH OpenOpenAlexFDO

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

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)

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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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