Componentwise bounds for nearly completely decomposable Markov chains using stochastic comparison and reordering

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dc.citation.epage825en_US
dc.citation.issueNumber3en_US
dc.citation.spage810en_US
dc.citation.volumeNumber165en_US
dc.contributor.authorPekergin, N.en_US
dc.contributor.authorDayar T.en_US
dc.contributor.authorAlparslan, D. N.en_US
dc.date.accessioned2016-02-08T10:22:19Z
dc.date.available2016-02-08T10:22:19Zen_US
dc.date.issued2005en_US
dc.departmentDepartment of Computer Engineeringen_US
dc.description.abstractThis paper presents an improved version of a componentwise bounding algorithm for the state probability vector of nearly completely decomposable Markov chains, and on an application it provides the first numerical results with the type of algorithm discussed. The given two-level algorithm uses aggregation and stochastic comparison with the strong stochastic (st) order. In order to improve accuracy, it employs reordering of states and a better componentwise probability bounding algorithm given st upper- and lower-bounding probability vectors. Results in sparse storage show that there are cases in which the given algorithm proves to be useful. © 2004 Elsevier B.V. All rights reserved.en_US
dc.description.provenanceMade available in DSpace on 2016-02-08T10:22:19Z (GMT). No. of bitstreams: 1 bilkent-research-paper.pdf: 70227 bytes, checksum: 26e812c6f5156f83f0e77b261a471b5a (MD5) Previous issue date: 2005en_US
dc.identifier.doi10.1016/j.ejor.2001.09.001en_US
dc.identifier.issn0377-2217
dc.identifier.issn1872-6860
dc.identifier.urihttp://hdl.handle.net/11693/23983en_US
dc.language.isoEnglishen_US
dc.publisherElsevieren_US
dc.relation.isversionofhttp://dx.doi.org/10.1016/j.ejor.2001.09.001en_US
dc.source.titleEuropean Journal of Operational Researchen_US
dc.subjectAggregationen_US
dc.subjectMarkov processesen_US
dc.subjectNear complete decomposabilityen_US
dc.subjectReorderingsen_US
dc.subjectStochastic comparisonen_US
dc.subjectAlgorithmsen_US
dc.subjectEigenvalues and eigenfunctionsen_US
dc.subjectLinear equationsen_US
dc.subjectMarkov processesen_US
dc.subjectMatrix algebraen_US
dc.subjectPoisson distributionen_US
dc.subjectProbabilityen_US
dc.subjectProblem solvingen_US
dc.subjectQueueing networksen_US
dc.subjectVectorsen_US
dc.subjectMarkov modulated Poisson process (MMPP)en_US
dc.subjectNear complete decomposabilityen_US
dc.subjectReorderingen_US
dc.subjectStochastic comparisonen_US
dc.subjectOperations researchen_US
dc.titleComponentwise bounds for nearly completely decomposable Markov chains using stochastic comparison and reorderingen_US
dc.typeArticleen_US

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