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

DOI10.1287/opre.35.2.282zbMath0636.90094OpenAlexW2155323982MaRDI QIDQ3777828

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

steady-state distributionirreducible discrete-time Markov chainsSingle Input Superstate Decomposable Markov Chains

Mathematics Subject Classification ID

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

Related Items (6)

Asymptotic Expansions for Stationary Distributions of Perturbed Semi-Markov Processes ⋮ A SUCCESSIVE LUMPING PROCEDURE FOR A CLASS OF MARKOV CHAINS ⋮ Models of perishable queueing-inventory systems with server vacations ⋮ 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 ⋮ A successive censoring algorithm for a system of connected LDQBD-processes

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