Computing absorption probabilities for a Markov chain
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Publication:4009322
DOI10.1080/0020739910220512zbMath0757.65158OpenAlexW2085624524MaRDI QIDQ4009322
Publication date: 27 September 1992
Published in: International Journal of Mathematical Education in Science and Technology (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/0020739910220512
algorithmsproduction lineabsorption probabilitiesmatrix reduction routineMarkov chain reductionmatrix augmentation
Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Probabilistic methods, stochastic differential equations (65C99)
Related Items (4)
A partitioning algorithm for solving systems of linear equations ⋮ Computing mean first passage times for a Markov chain ⋮ Computing the fundamental matrix for a nonirreducible Markov chain ⋮ State reduction in a Markov decision process
Cites Work
- Reduced systems in Markov chains and their applications in queueing theory
- Further Comparisons of Direct Methods for Computing Stationary Distributions of Markov Chains
- Technical Note—A Markov Chain Partitioning Algorithm for Computing Steady State Probabilities
- Regenerative Analysis and Steady State Distributions for Markov Chains
- Numerical computation of mean passage times and absorption probabilities in Markov and Semi-Markov models
- Reduced System Algorithms for Markov Chains
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