15 search results - page 1 / 3 » A simulation-based method for aggregating Markov chains |
WSC
1998
13 years 6 months ago
1998
We consider a new simulation-based optimization method called the Nested Partitions (NP) method. This method generates a Markov chain and solving the optimization problem is equiv...
CDC
2009
IEEE
13 years 9 months ago
2009
IEEE
— This paper addresses model reduction for a Markov chain on a large state space. A simulation-based framework is introduced to perform state aggregation of the Markov chain base...
SIAMSC
2008
13 years 4 months ago
2008
A multilevel adaptive aggregation method for calculating the stationary probability vector of an irreducible stochastic matrix is described. The method is a special case of the ada...
SIAMSC
2010
13 years 3 months ago
2010
Abstract. A smoothed aggregation multigrid method is presented for the numerical calculation of the stationary probability vector of an irreducible sparse Markov chain. It is shown...
SIAMSC
2010
13 years 3 months ago
2010
A recursive acceleration method is proposed for multiplicative multilevel aggregation algorithms that calculate the stationary probability vector of large, sparse, and irreducible ...