Conditional steady-state bounds for a subset of states in Markov chains
Author
Dayar, Tuğrul
Pekergin, N.
Younès, S.
Date
2006-10Source Title
SMCtools'06: Proceeding from the 2006 Workshop on Tools for Solving Structured Markov Chains
Publisher
ACM
Language
English
Type
Conference PaperItem Usage Stats
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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
BoundingConditional 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