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| Author: | Shioyama, T. Tanaka, K. |
| Title: | A new aggregation-disaggregation algorithm |
| Journal: | European Journal of Operational Research
1995 : JUN 22, VOL. 83:3, p. 655-669 |
| Index terms: | OPERATIONAL RESEARCH BRANCH AND BOUND METHODS MARKOV CHAINS |
| Language: | eng |
| Abstract: | This paper proposes a new algorithm for solving the Kolmogoroff equations for large Markov chains. The algorithm consists of two stages. At the first stage, it finds the optimal partition of states into blocks which makes the Markov chain as completely lumpable or decomposable as possible. |
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