Iterative Aggregation - Disaggregation Methods and Ordering Algorithms

Ivana Pultarová

3rd International ICST Workshop on Tools for solving Structured Markov Chains

Research Article

Iterative Aggregation - Disaggregation Methods and Ordering Algorithms

Cite: BibTeX Plain Text

@INPROCEEDINGS{10.4108/ICST.VALUETOOLS2008.4271,
    author={Ivana Pultarov\^{a}},
    title={Iterative Aggregation - Disaggregation Methods and Ordering Algorithms },
    proceedings={3rd International ICST Workshop on Tools for solving Structured Markov Chains},
    publisher={ACM},
    proceedings_a={SMCTOOLS},
    year={2010},
    month={5},
    keywords={Markov chains iterative aggregation - disaggregation methods Tarjan’s algorithm},
    doi={10.4108/ICST.VALUETOOLS2008.4271}
}

Ivana Pultarová
Year: 2010
Iterative Aggregation - Disaggregation Methods and Ordering Algorithms
SMCTOOLS
ICST
DOI: 10.4108/ICST.VALUETOOLS2008.4271

Ivana Pultarová¹^,*

1: Czech Technical University in Prague, Faculty of Civil Engineering, Department of Mathematics, Thákurova 7, Prague 6, Czech Republic

*Contact email: ivana@mat.fsv.cvut.cz

Abstract

The paper presents some modifications of two-level methods for computing stationary probability distribution vector of large discrete time Markov chains. The approach considered is an iterative aggregation - disaggregation method. Two types of permuting the events are considered in order to improve the convergence.

Keywords: Markov chains iterative aggregation - disaggregation methods Tarjan’s algorithm

Published: 2010-05-16
Publisher: ACM
Modified: 2010-05-16

: http://dx.doi.org/10.4108/ICST.VALUETOOLS2008.4271