MANAGEMENT IN HIGH-DIMENSIONAL MARKOV SYSTEMS

A problem of analyzing Markov systems along with a large number states has been considered. The conventional computational procedure for obtaining analytical ratios calculating the distribution system is based on use Kolmogorov differential equations. linear algebraic equations being formed later can be easily solved numerically. However, complexity an solution increases rapidly increase in dimension. In this regard, purpose to develop effective method studying systems, which ensures possibility solutions high-dimensional models. decomposition graph and transitions. obtained expressions allow set solve rational resource changing values parameters its efficiency. solving management problems possible states. An example application