Technical Note—A Markov Chain Partitioning Algorithm for Computing Steady State Probabilities
From MaRDI portal
Publication:3686459
DOI10.1287/opre.33.1.228zbMath0569.90092OpenAlexW1966781403MaRDI QIDQ3686459
Publication date: 1985
Published in: Operations Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1287/opre.33.1.228
Markov processpartitioning algorithmfinite, irreducible Markov chainmatrix reduction routinerecursively computing the steady state probabilities
Markov renewal processes, semi-Markov processes (60K15) Markov and semi-Markov decision processes (90C40) Continuous-time Markov processes on discrete state spaces (60J27)
Related Items (19)
The computation of key properties of Markov chains via perturbations ⋮ Optimal Stopping of Seasonal Observations and Projection of a Markov Chain ⋮ Perfect simulation of steady-state Markov chain on mixed state space ⋮ Computing absorption probabilities for a Markov chain ⋮ Comparacion numerica de algoritmos para calcular distribuciones estacionarias de cadenas de Markov finitas ⋮ Computation of the steady-state probability of Markov chain evolving on a mixed state space ⋮ Susceptible-exposed-infectious model using Markov chains ⋮ Asymptotic Expansions for Stationary Distributions of Perturbed Semi-Markov Processes ⋮ A partitioning algorithm for solving systems of linear equations ⋮ Computing mean first passage times for a Markov chain ⋮ Aggregation of Markov flows I: theory ⋮ The computation of the mean first passage times for Markov chains ⋮ Computing the fundamental matrix for a nonirreducible Markov chain ⋮ Matrix inversion by augmentation and reduction ⋮ The Markov chain tree theorem in commutative semirings and the state reduction algorithm in commutative semifields ⋮ Parallel computing for Markov chains with islands and ports ⋮ The state reduction and related algorithms and their applications to the study of Markov chains, graph theory, and the optimal stopping problem ⋮ State reduction in a Markov decision process ⋮ Accurate calculations of stationary distributions and mean first passage times in Markov renewal processes and Markov chains
This page was built for publication: Technical Note—A Markov Chain Partitioning Algorithm for Computing Steady State Probabilities
