Steady‐State Aggregation/Disaggregation Methods
Gunter Bolch, Stefan Greiner, Hermann de Meer, Kishor Shridharbhai Trivedi · 2006
Numerical solution techniques of larger Markov chains is the topic of Chapter 4. First an approximate aggregation/disaggregation algorithm, referred to as Courtois' method, is introduced. Different decomposition strategies are analyzed, the decomposition steps are presented in detail, the decomposibility criteria are discussed and finally the aggregation steps are demonstrated. Courtois' approximate method is then contrasted with Takahashi's exact iterative method.