Return to Index
Operations Research Models and Methods
 
Computation Section
Subunit Markov Data

The Markov Data add-in constructs tables that describe data for instances of specific application areas of Markov analysis. The Markov Data add-in calls the Markov Models add-in to construct the model form to hold the stochastic features of the model. The Markov Data add-in then fills the model form with parameters linked to the data form. The resulting form will ultimately be used to provide data for one of the solution add-ins.

Although the model forms available in the Markov Models add-in are very general, it is somewhat difficult for the unskilled user of Excel to build a model. The Markov Data add-in removes this difficulty by automatically building the model for specific problem classes. At this time only two classes are available, the birth-death process and the finite queue. For each class there are several variations. Future editions of the add-in may include more problem classes.

The addition of new problem classes requires VBA programming. The programs of this add-in are not password protected so you can examine the programs for existing classes. As a user of this add-in, you may find it interesting to add new classes. Several program features make this not too difficult. I am glad to accept contributions of new classes and will include them in future editions. I will also be willing to help aspiring contributors.



The picture to the left shows the menus of the Markov Data and Markov Models add-ins. To use the Markov Data add-in select the Data item from the menu. The dialog below is presented. To analyze DTMC or CTMC models the Markov Analysis add-in must also be installed. The analysis of MDP models requires the Markov Decision add-in.

The dialog provides a default name. The name may be changed on this dialog, but not after the model is constructed. If you choose a new name, make it small, include no spaces, start the name with a letter, and do not use punctuation. The names "Prob 1" or "Prob.1" will both fail because the first contains a space and the second a period.

Three model types are provided, the Discrete Time Markov Chain (DTMC) considers time in discrete steps and specifies probabilities of transition. The Continuous Time Markov Chain (CTMC) considers time as continuous and specifies rates of transition. The Markov Decision Process (MDP) describes a DTMC but adds decisions to the model. This feature requires a more complex model, but many interesting decision problems may be considered. All of these model types are considered by the other add-ins in this collection, but here we describe only the data portion. The Model Type is selected by clicking the appropriate button in the Model portion of the dialog.

Two problem types are available, the Birth-Death Process and the Finite Queue. Select the problem with the buttons in the Problem Type section. The fields on the right side depend on the problem type and will be described on the following pages of this section.

 

  
Return to Top

tree roots

Operations Research Models and Methods
Internet
by Paul A. Jensen
Copyright 2004 - All rights reserved

Next Page