Iterative Aggregation/Disaggregation Techniques for Nearly Uncoupled Markov Chains

Journal of the ACM (JACM)

Volumn 32, Issue 3, 1985, Pages 702-719

  Cao, Wei Lu ^a   Stewart, William J ^a  

^a NORTH CAROLINA STATE UNIVERSITY   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

MATHEMATICAL TECHNIQUES - ITERATIVE METHODS; PROBABILITY - RANDOM PROCESSES;

ITERATIVE AGGREGATION/DISAGGREGATION TECHNIQUES; NEARLY UNCOUPLED MARKOV CHAINS;

SYSTEMS SCIENCE AND CYBERNETICS;

EID: 0022093129     PISSN: 00045411     EISSN: 1557735X     Source Type: Journal    
DOI: 10.1145/3828.214137     Document Type: Article

References (7)

1. COURTOIS, P. J. Decomposability, Queueing and Computer System Applications. Academic Press, Orlando, Fla., 1977.
2. KOURY, R., MCALLISTER, D. F., AND STEWART, W. J. Methods for computing stationary distributions of nearly completely decomposable Markov chains. SIAM J. Alg. Disc. Math. 5, 2 (1984), 164-186.
3. MCALLISTER, D. F., STEWART, G. W., AND STEWART, W. J. On a Raleigh-Ritz refinement technique for nearly uncoupled stochastic matrices. Linear Alg. Applications 60 (1984), 1-25.
4. SIMON, H.A., AND ANDO, A. Aggregation of variables in dynamic systems. Econometrica 29 (1961), 111-138.
5. STEWART, G. W., STEWART, W. J., AND MCALLISTER, D. F. A two stage iteration for solving nearly uncoupled Markov chains. Tech. Rep. Dept. of Comput. Sci., Univ. of Maryland, College Park, Md., 1984.
6. TAKAHASHI, Y. A lumping method for numerical calculations of stationary distributions of Markov chains. Res. Rep. B-18, Dept. of Inf. Sci., Tokyo Inst. of Tech., Tokyo, Japan, June 1975.
7. VANTILBORGH, H. The error of aggregation, A contribution to the theory of decomposable systems and applications. These de Docteur en Sciences Appliqués, Faculté des Sciences AppliquCes, Universitt: Catholique de Louvain, Louvain-la-Neuve, Belgium, 1981.