Conditional steady-state bounds for a subset of states in Markov chains
dc.contributor.author | Dayar, Tuğrul | en_US |
dc.contributor.author | Pekergin, N. | en_US |
dc.contributor.author | Younès, S. | en_US |
dc.coverage.spatial | Pisa, Italy | |
dc.date.accessioned | 2016-02-08T11:45:35Z | |
dc.date.available | 2016-02-08T11:45:35Z | |
dc.date.issued | 2006-10 | en_US |
dc.department | Department of Computer Engineering | en_US |
dc.description | Date of Conference: 10 October, 2006 | |
dc.description | Conference name: SMCtools '06 Proceeding from the 2006 workshop on Tools for solving structured Markov chains | |
dc.description.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. | en_US |
dc.description.provenance | Made available in DSpace on 2016-02-08T11:45:35Z (GMT). No. of bitstreams: 1 bilkent-research-paper.pdf: 70227 bytes, checksum: 26e812c6f5156f83f0e77b261a471b5a (MD5) Previous issue date: 2006 | en |
dc.identifier.doi | 10.1145/1190366.1190368 | en_US |
dc.identifier.uri | http://hdl.handle.net/11693/27135 | |
dc.language.iso | English | en_US |
dc.publisher | ACM | |
dc.relation.isversionof | http://dx.doi.org/10.1145/1190366.1190368 | en_US |
dc.source.title | SMCtools'06: Proceeding from the 2006 Workshop on Tools for Solving Structured Markov Chains | en_US |
dc.subject | Bounding | en_US |
dc.subject | Conditional steady-state vector | en_US |
dc.subject | Markov chains | en_US |
dc.subject | Stochastic comparison | en_US |
dc.subject | Strong stochastic order | en_US |
dc.subject | Computing bounds | en_US |
dc.subject | Conditionla steady state probability vectors | en_US |
dc.subject | Discrete time markov chains | en_US |
dc.subject | Stochastic comparisons | en_US |
dc.subject | Algorithms | en_US |
dc.subject | Probability distributions | en_US |
dc.subject | Stochastic control systems | en_US |
dc.subject | Vectors | en_US |
dc.subject | Markov processes | en_US |
dc.title | Conditional steady-state bounds for a subset of states in Markov chains | en_US |
dc.type | Conference Paper | en_US |
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