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결정론적 마르코프 모델×확률적 마르코프 모형×
분야시뮬레이션시뮬레이션
계열Process / pipelineProcess / pipeline
기원 연도19931993
창시자Sonnenberg, F. A. & Beck, J. R.Markov, A. A. (probabilistic extension developed by Sonnenberg & Beck and others)
유형Cohort state-transition model with fixed transition probabilitiesProbabilistic state-transition model with Monte Carlo uncertainty propagation
원전Sonnenberg, 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 ↗
별칭DMM, Deterministic Markov Chain, Cohort Markov Model, Fixed-Parameter Markov ModelProbabilistic Markov Model, Stochastic Markov Chain, SMM, Monte Carlo Markov Model
관련56
요약A 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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