Df. Rogers et Rd. Plante, ESTIMATING EQUILIBRIUM PROBABILITIES FOR BAND DIAGONAL MARKOV-CHAINS USING AGGREGATION AND DISAGGREGATION TECHNIQUES, Computers & operations research, 20(8), 1993, pp. 857-877
Citations number
93
Categorie Soggetti
Operatione Research & Management Science","Computer Applications & Cybernetics","Operatione Research & Management Science
The purpose of this paper is twofold. First, Aggregation/Disaggregatio
n (A/D) techniques for Markov chains, including the notions of (1) lum
pability, (2) near decomposability, and (3) iterative A/D, are surveye
d. Next, several design issues for A/D were tested upon several varian
ts of a general class of band diagonal Markov chains. Different (1) cl
uster entities, (2) methods of combination, (3) methods of dissection,
and (4) clustering algorithms were applied to ten levels of seven dif
ferent types of simulated band diagonal Markov chains of the type that
may arise in inventory, queuing, and manpower planning and the result
s are presented.