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

dc.contributor.authorDayar, Tuğrulen_US
dc.contributor.authorPekergin, N.en_US
dc.contributor.authorYounès, S.en_US
dc.coverage.spatialPisa, Italy
dc.date.accessioned2016-02-08T11:45:35Z
dc.date.available2016-02-08T11:45:35Z
dc.date.issued2006-10en_US
dc.departmentDepartment of Computer Engineeringen_US
dc.descriptionDate of Conference: 10 October, 2006
dc.descriptionConference name: SMCtools '06 Proceeding from the 2006 workshop on Tools for solving structured Markov chains
dc.description.abstractThe 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.provenanceMade 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: 2006en
dc.identifier.doi10.1145/1190366.1190368en_US
dc.identifier.urihttp://hdl.handle.net/11693/27135
dc.language.isoEnglishen_US
dc.publisherACM
dc.relation.isversionofhttp://dx.doi.org/10.1145/1190366.1190368en_US
dc.source.titleSMCtools'06: Proceeding from the 2006 Workshop on Tools for Solving Structured Markov Chainsen_US
dc.subjectBoundingen_US
dc.subjectConditional steady-state vectoren_US
dc.subjectMarkov chainsen_US
dc.subjectStochastic comparisonen_US
dc.subjectStrong stochastic orderen_US
dc.subjectComputing boundsen_US
dc.subjectConditionla steady state probability vectorsen_US
dc.subjectDiscrete time markov chainsen_US
dc.subjectStochastic comparisonsen_US
dc.subjectAlgorithmsen_US
dc.subjectProbability distributionsen_US
dc.subjectStochastic control systemsen_US
dc.subjectVectorsen_US
dc.subjectMarkov processesen_US
dc.titleConditional steady-state bounds for a subset of states in Markov chainsen_US
dc.typeConference Paperen_US

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