I want to write a program to do Markov chain, but my states are quite large.
First of all I calculate all the transition probabilities and revenues for all states(1381860 total states), and store in a multidimensional array.
Public RevArr(0 To 9, 0 To 750, 0 To 282) As Long
After that the iteration of markov chain should use these as inputs to calculate the steady-state probabilities. But when I try to run the main code I got this error.
Exception of type 'System.OutOfMemoryException' was thrown.
The following is the declaration of second array I add just another dimension for storing all the iterations, but I get this error.
Dim stateprob(IT + 1, 0 To 9, 0 To 750, 0 To 282) As single
Thanks for any help