HW 6 - Markov Chain Transition Matrix Type: DTMC Title:...

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Markov Chain Transition Matrix Type: DTMC Step Matrix Analyzed. Title: DTMC_1 Calculate Measure 2 Recurrent States Change Cells 2 Recurrent State Classes Analyze 3 Transient States State 5 1 2 3 4 5 Index Names State 1 State 2 State 3 State 4 State 5 Sum Status Economics 0 State 1 State 1 0 0.5 0 0.5 0 1 Transient 1 State 2 State 2 0.333333 0 0.333333 0 0.333333 1 Transient Transient 2 State 3 State 3 0 0 1 0 0 1 Class-1 3 State 4 State 4 0 0 0 1 0 1 Class-2 Steady State 4 State 5 State 5 0 0.5 0 0.5 0 1 Transient Sum 0.333333 1 1.333333 2 0.333333 n-step Probabilities First Pass Simulate Absorbing States

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Absorbing State Analysis 2 absorbing state classes Type: DTMC 3 transient states Title: DTMC_1 Matrix shows long term transition probabilities from transient to absorbing states. Matrix Class-1 Class-2 State 3 State 4 Transient State 1 0.25 0.75 Transient State 2 0.5 0.5 Transient State 5 0.25 0.75
Markov Chain Transition Matrix Type: DTMC Step Matrix Analyzed. Title: DTMC_2 Calculate Measure 1 Recurrent State Change Month 1 Recurrent State Class Analyze 3 Transient States State 4 1 2 3 4 Index Names Minimal Major Replace New Sum Status Economics 0 Minimal Minimal 0.75 0.125 0.125 0 1 Transient 1 Major Major 0 0.5 0.5 0 1 Transient Transient 2 Replace Replace 0 0 1 0 1 Class-1 3 New New 0.875 0.0625 0.0625 0 1 Transient Steady State Sum 1.625 0.6875 1.6875 0 n-step Probabilities First Pass Simulate Absorbing States

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Economic Data Type: DTMC Transition Cost Matrix Title: DTMC_2 1 2 3 4 State Minimal Major Replace New 0 Minimal 100 100 0 0 0 0 Calculate 1 Major 300 300 0 0 0 0 2 Replace 600 600 0 0 0 0 Matrix 3 New 0 0 0 0 0 0 Economic Measure Cost Discount Rate 10.00% State Cost Combine d Cost
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This note was uploaded on 12/19/2011 for the course M E 366l taught by Professor Staff during the Fall '08 term at University of Texas at Austin.

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HW 6 - Markov Chain Transition Matrix Type: DTMC Title:...

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