haku: @author Lal, R. / yhteensä: 14
viite: 13 / 14
| Tekijä: | Lal, R. Bhat, U. N. |
| Otsikko: | Reduced system algorithms for Markov chains. |
| Lehti: | Management Science
1988 : OCT, VOL. 34:10, p. 1202-1220 |
| Asiasana: | MARKOV CHAINS |
| Kieli: | eng |
| Tiivistelmä: | A reduced system is a smaller system derived in the process of analyzing a larger system. In solving for steady state probabilities of a Markov chain, generally the solution can be found by first solving a reduced system of equations which is obtained by appropriately partitioning the transition probability or rate matrix. A Markow chain can be categorized as standard or nonstandard depending on the location of an invertible submatrix necessary for an efficient solution in a transition probability matrix. Algorithms for the determination of steady state probabilities are developed. |
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