Numerical Experiments with Iteration and Aggregation for Markov Chains
نویسندگان
چکیده
This paper describes an iterative aggregation/disaggregation method for computing the stationary probability vector of a nearly completely decomposable Markov chain. The emphasis is on the implementation of the algorithm and on the results that are obtained when it is applied to three modelling examples that have been used in the analysis of computer/communication systems. Where applicable, a comparison with standard iterative and direct methods for solving the same problems, is made.
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عنوان ژورنال:
- INFORMS Journal on Computing
دوره 4 شماره
صفحات -
تاریخ انتشار 1992