Conditional steady-state bounds for a subset of states in Markov chains
Please cite this item using this persistent URL
http://hdl.handle.net/11693/27135Journal
SMCtools'06: Proceeding from the 2006 Workshop on Tools for Solving Structured Markov Chains
Published as
http://dx.doi.org/10.1145/1190366.1190368Collections
- Conference Paper [2294]
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.
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