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Markov Chain Problem (MAT-208)

Joseph Heavner
December 11, 2015

PROBLEM:
UPS has a fleet of 270 planes that shuttle between three distribution hubs: Seattle, Chicago, and Atlanta. Each
day, most of the planes fly round trips, returning to their starting location; however, some remain at the other
two airports. Here are the percentages that move from each location:
Each day 2% of the planes from Seattle remain at Chicago and 8% remain at Atlanta; the rest return to Seattle.
Each day 3% of the planes from Chicago remain at Seattle and 6% remain at Atlanta; the rest return to Chicago.
Each day 9% of the planes from Atlanta remain at Seattle and 4% remain at Chicago; the rest return to Atlanta.
1. Find the stochastic matrix that represents this situation.
2. Assuming that the distribution of planes has reached a steady state, how many planes are at each location?

SOLUTION:
1. The stochastic matrix can be found by simply making the entry in the i, j position the percent of
planes coming from location i and going to location j, where i = 1, 2, 3 corresponds to Seattle, Chicago,
and Atlanta, respectively, and similarly for j = 1, 2, 3. Let M be the stochastic matrix, then

.90 .03 .09


M = .02 .91 .04
.08 .06 .87
2. A steady-state vector is an eigenvector with eigenvalue 1. As such, we compute x as follows.

.10
(M I)x = 0 = .02
.08

.03
.09
.09 .04
.06 .23

.623656
0
0 .903226
0
0

1 0 0
1
0 1 0 = x = x1 .623656
0 0 0
.903226

We would usually try to choose a nice value for x1 , but because x has no simple fraction entries or
anything of the like, there is no obvious choice for x1 that would simplify the vector. So, we simply
choose x1 = 1. This gives us a basis for the solution space, which we shall denote q.
Now, we want a probability vector, call it p, so we need to normalize q. To do this we simply sum the
components: 1 + .623656 + .903226 = 2.526882, and divide each component by this sum, i.e.
1 7 1/2.526882 = .3957, et cetera. It is worth noting at this point that almost all of our values hitherto
have been approximate. Henceforth we may truncate decimals, as few additional calculations are needed
and, after all, we do not have an arbitrarily high degree of certainty in the real world, anyhow. After
normalizing, we get:

.40
p = .25
.35
We can check this by computing M p. We will not show this here, but indeed, M p = p, as expected. To
answer this question, we note that p provides the percentage of the total of 270 planes that are at each
location. So, we simply multiply each pi (using the precise values) by 270. This yields, multiplying in
the obvious order, 106.85, 66.64, and 96.51. We choose to round the last value down to keep the total
number of planes to 270. Therefore, the number of planes at each location (our solution) is as follows:
Seattle : 107

Chicago : 67

Atlanta : 96