Numerical Experiments with Iteration and Aggregation for Markov Chains
- 1 August 1992
- journal article
- Published by Institute for Operations Research and the Management Sciences (INFORMS) in INFORMS Journal on Computing
- Vol. 4 (3) , 336-350
- https://doi.org/10.1287/ijoc.4.3.336
Abstract
This paper describes an iterative aggregation/disaggregation method for computingthe stationary probability vector of a nearly completely decomposable Markovchain. The emphasis is on the implementation of the algorithm and on the resultsthat are obtained when it is applied to three modelling examples that have beenused in the analysis of computer/communication systems. Where applicable, a comparisonwith standard iterative and direct methods for solving the same problems,is made.Key...Keywords
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