Two Bounding Schemes for the Steady-State Solution of Markov Chains

Pierre Semal
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Pierre Semal: Université Catholique de Louvain, ESPO/IAG/PROD

Chapter 18 in Computations with Markov Chains, 1995, pp 307-320 from Springer

Abstract: Abstract Two different techniques for bounding the steady-state solution of large Markov chains are presented. The first one is a verification technique based on monotone iterative methods. The second one is a decomposition technique based on the concepts of eigen-vector polyhedron. The computation of the availability of repairable fault-tolerant systems is used to illustrate the performances and the numerical aspects of both methods.

Keywords: Markov Chain; Conditional Distribution; Markov Chain Modeling; Tight Bound; Verification Technique (search for similar items in EconPapers)
Date: 1995
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DOI: 10.1007/978-1-4615-2241-6_18

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