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- W2465695983 abstract "The iterative aggregation-disaggregation (IAD) technique is an effective method for solving finite nearly completely decomposable (NCD) Markov chains. Small perturbations in the transition probabilities of these chains lead to a considerable change in the stationary vector. Therefore, NCD Markov chains are referred to as being ill-conditioned. During an IAD step, this undesirable condition is inherited by the coupling matrix and one confronts the problem of finding the stationary vector of a stochastic matrix which has weighty diagonal elements close to one. In this paper, the authors investigate the effects of using the Grassmann-Taksar-Heyman (GTH) method to solve the coupling matrix formed in the aggregation step. Then, they extend the idea in such a way that this direct method can be incorporated into the disaggregation step. Finally, they discuss various implementation issues, demonstrate the effect of using the GTH method in the IAD algorithm on various examples, and elaborate on the conditions under which it should be applied." @default.
- W2465695983 created "2016-07-22" @default.
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- W2465695983 date "1994-12-31" @default.
- W2465695983 modified "2023-10-18" @default.
- W2465695983 title "On the effects of using the GTH method in the iterative-aggregation disaggregation technique" @default.
- W2465695983 hasPublicationYear "1994" @default.
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