Solving Large Markov Model based on Stochastic Automata Network

نویسندگان

  • Corentin DURBACH
  • Franck QUESSETTE
  • Alexis TROUBNIKOFF
چکیده

We present here a new method to solve Markov chains based on a Stochastic Automata Network. This method merges the reduction technique and the nonsymmetric permutations on the rows and columns of the generator associated with the Markov chain. This method is developed to compute some rewards in a military application, but it happens that the method may have a larger field of interest.

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تاریخ انتشار 1998