Details

Autor(en) / Beteiligte

• Grassmann, Winfried K
• Taksar, Michael I
• Heyman, Daniel P

Titel

Regenerative Analysis and Steady State Distributions for Markov Chains

Ist Teil von

• Operations research, 1985-09, Vol.33 (5), p.1107-1116

Ort / Verlag

Linthicum, MD: INFORMS

Erscheinungsjahr

1985

Link zum Volltext

Quelle

Informs

Beschreibungen/Notizen

• We apply regenerative theory to derive certain relations between steady state probabilities of a Markov chain. These relations are then used to develop a numerical algorithm to find these probabilities. The algorithm is a modification of the Gauss-Jordan method, in which all elements used in numerical computations are nonnegative; as a consequence, the algorithm is numerically stable.