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決定論的マルコフモデル×確率的マルコフモデル×
分野シミュレーションシミュレーション
系統Process / pipelineProcess / pipeline
提唱年19931993
提唱者Sonnenberg, F. A. & Beck, J. R.Markov, A. A. (probabilistic extension developed by Sonnenberg & Beck and others)
種類Cohort state-transition model with fixed transition probabilitiesProbabilistic state-transition model with Monte Carlo uncertainty propagation
原典Sonnenberg, F. A., & Beck, J. R. (1993). Markov models in medical decision making: a practical guide. Medical Decision Making, 13(4), 322–338. DOI ↗Sonnenberg, F. A., & Beck, J. R. (1993). Markov models in medical decision making: A practical guide. Medical Decision Making, 13(4), 322–338. DOI ↗
別名DMM, Deterministic Markov Chain, Cohort Markov Model, Fixed-Parameter Markov ModelProbabilistic Markov Model, Stochastic Markov Chain, SMM, Monte Carlo Markov Model
関連56
概要A Deterministic Markov Model is a cohort-level state-transition model in which all transition probabilities, state utilities, and costs are assigned single fixed values and the model is solved analytically in a single pass. Widely used in health technology assessment, policy analysis, and operations research, it traces a hypothetical cohort through mutually exclusive health or system states over discrete time cycles, accumulating expected outcomes such as quality-adjusted life years (QALYs) or costs.A Stochastic Markov Model is a simulation technique that represents a system as a set of mutually exclusive health or decision states, moves a cohort (or individual agents) through those states using probabilistically sampled transition parameters, and aggregates outcomes across thousands of Monte Carlo iterations to produce full probability distributions over costs, outcomes, or rankings rather than single point estimates.
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ScholarGate手法を比較: Deterministic Markov Model · Stochastic Markov Model. 2026-06-17に以下より取得 https://scholargate.app/ja/compare