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      Conditional steady-state bounds for a subset of states in Markov chains

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      Author
      Dayar, Tuğrul
      Pekergin, N.
      Younès, S.
      Date
      2006-10
      Source Title
      SMCtools'06: Proceeding from the 2006 Workshop on Tools for Solving Structured Markov Chains
      Publisher
      ACM
      Language
      English
      Type
      Conference Paper
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      Abstract
      The problem of computing bounds on the conditional steady-state probability vector of a subset of states in finite, ergodic discrete-time Markov chains (DTMCs) is considered. An improved algorithm utilizing the strong stochastic (st-)order is given. On standard benchmarks from the literature and other examples, it is shown that the proposed algorithm performs better than the existing one in the strong stochastic sense. Furthermore, in certain cases the conditional steady-state probability vector of the subset under consideration can be obtained exactly. Copyright 2006 ACM.
      Keywords
      Bounding
      Conditional steady-state vector
      Markov chains
      Stochastic comparison
      Strong stochastic order
      Computing bounds
      Conditionla steady state probability vectors
      Discrete time markov chains
      Stochastic comparisons
      Algorithms
      Probability distributions
      Stochastic control systems
      Vectors
      Markov processes
      Permalink
      http://hdl.handle.net/11693/27135
      Published Version (Please cite this version)
      http://dx.doi.org/10.1145/1190366.1190368
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      • Department of Computer Engineering 1368
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