The reduction of perturbed Markov generators

DOI10.1145/44483.44497MaRDI QIDQ3785710zbMATH OpenOpenAlexFDO

Authors J. R. Rohlicek, Alan S. Willsky

Publication date 1988

Published in Journal of the ACM (Search for Journal in Brave)

Full work available at URL http://hdl.handle.net/1721.1/2899

zbMATH Keywords

asymptotic approximationperturbed finite-state Markov processesreliability

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) Applications of renewal theory (reliability, demand theory, etc.) (60K10) Monte Carlo methods (65C05)

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(7)

• Conditions for scale-based decompositions in singularly perturbed systems
• Multiple time scale decomposition of discrete time Markov chains
• Estimating equilibrium probabilities for band diagonal Markov chains using aggregation and disaggregation techniques
• Asymptotic expansions for stationary distributions of perturbed semi-Markov processes
• Threshold Functions for Markov Chains: a Graph Theoretic Approach
• Singularly perturbed Markov decision processes: a multiresolution algorithm
• scientific article; zbMATH DE number 958364 (Why is no real title available?)

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