A Perturbation and Reduction Based Algorithm

We present a new algorithm for solving discrete-time Markov chains where transition probabilities have several orders of magnitude. Our method combines the decomposition by perturbation and the reduction approaches. In the decomposition phase, we remove from the chain some transitions with very smal...

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Bibliographische Detailangaben

Hauptverfasser:	Fourneau, J. -M., Mokdad, L.
Format:	Tagungsbericht
Sprache:	eng
Schlagworte:	Algorithmics. Computability. Computer arithmetics Applied sciences Computer Science Computer science control theory systems Computer systems performance. Reliability Data Packet Direct Algorithm Directed Cycle Exact sciences and technology Leaky Bucket Markov Chain Software Theoretical computing
Online-Zugang:	Volltext
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