Browsing by Keywords "Aggregation-Disaggregation"

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Comparison of multilevel methods for kronecker-based Markovian representations

Buchholz, P.; Dayar T. (Springer, 2004)

The paper presents a class of numerical methods to compute the stationary distribution of Markov chains (MCs) with large and structured state spaces. A popular way of dealing with large state spaces in Markovian modeling ...
On the effects of using the Grassmann-Taksar-Heyman method in iterative aggregation-disaggregation

Dayar T.; Stewart, W. J. (SIAM, 1996)

Iterative aggregation-disaggregation (IAD) is an effective method for solving finite nearly completely decomposable (NCD) Markov chains. Small perturbations in the transition probabilities of these chains may lead to ...