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  • Recitation5 Fall2023

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    Beliz Güney
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    1. The document summarizes a stochastic model involving a discrete time Markov chain (DTMC) with 6 states. 2. The DTMC is classified into 3 communicating classes: C1={1,2} is open, C2={3,4} is closed, and C3={5,6} is closed. 3. The stationary distribution π is calculated depending on which state the process starts. If starting in state 2, π=(0.7,0.3,0,0,0,0).

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    Recitation5_Fall2023

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    1. The document summarizes a stochastic model involving a discrete time Markov chain (DTMC) with 6 states. 2. The DTMC is classified into 3 communicating classes: C1={1,2} is open, C2={3,4} is closed, and C3={5,6} is closed. 3. The stationary distribution π is calculated depending on which state the process starts. If starting in state 2, π=(0.7,0.3,0,0,0,0).

    Copyright:

    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd
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    5 views3 pages

    Recitation5 Fall2023

    Uploaded by

    Beliz Güney
    1. The document summarizes a stochastic model involving a discrete time Markov chain (DTMC) with 6 states. 2. The DTMC is classified into 3 communicating classes: C1={1,2} is open, C2={3,4} is closed, and C3={5,6} is closed. 3. The stationary distribution π is calculated depending on which state the process starts. If starting in state 2, π=(0.7,0.3,0,0,0,0).

    Copyright:

    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd
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    of 3

    Fall 2023/2024 17.11.

    2023

    IE 361 Stochastic Models in Operations Research


    Recitation 5

    1. Consider the DTMC with state space {1, 2, 3, 4, 5, 6} with the following transition matrix

    0.2 0.3 0.1 0 0.1 0.3


    0.5 0 0.3 0.1 0 0.1
    P
    G
    0 0 0.4 0.6 0 0
    P= .
    0 0 1 0 0 0
    0 0 0 0 0.5 0.5
    [0 0 0 0 0.4 0.6] P
    a. Classify the states, define open and closed communicating classes.

    b. Calculate π.

    n ergod c cha ns
    Zi
    Iç

    özÖÖ
    IFFETI 7
    çöl aa

    CI Ş 1,22 open
    C2 3,41 closed
    C3 55,61 closed

    b f we end up n 23,4
    T IP
    Tz 518
    g 4 Es Tu
    t 36
    Tz t Tu 1
    for 95,61
    5 9
    Its to s to
    76 519
    Is't MÖ 1

    Case I the process starts n class 2

    10 0 010

    Case 2 starts n class 3

    T 10,0 0 0

    Case 3 starts n state 1

    110,010 0,01 n t al probab l ty


    D
    absorbed n class 2
    f n53,47 the process w ll be

    f 55,61 w ll be absorbed n class 3


    o

    0.3 6753441
    f ş 3 uz 0.1 t 0.2 f ş 3,41 taş3,43 0.4

    253,41 O.at 0.5 fnss ust 0 1


    fjij.nl
    195101
    GÖ
    37g f215,67 5

    le o
    717,001 w th probab l ty

    0 0 0 o
    g II ğ
    az
    case 4 starts n state 2

    w th probab l ty
    10 0
    7,010 If
    o o o o
    g II ğ
    General case

    F Ipn Pz Ps Pu pa pol
    10 o
    17,010 w th probab l ty pztputpnfnh.nl
    Pafassıu

    aa orası Tt

    ayr E E E E
    o

    I 0 0 518 318
    0 0 518 318
    o o
    o 0 O
    6

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