On the numerical solution of a nonlinear matrix equation in Markov chains

DOI10.1016/S0024-3795(98)10190-8zbMath0945.65048OpenAlexW2044951566MaRDI QIDQ1300874

Chun-Hua Guo

Publication date: 11 November 1999

Published in: Linear Algebra and its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0024-3795(98)10190-8

zbMATH Keywords

convergenceMarkov chainsnonnegative solutionnumerical examplesnonlinear matrix equationstochastic matrixqueueing problemsfixed point iteration methodsinversion-free algorithm

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22) Queueing theory (aspects of probability theory) (60K25) Matrix equations and identities (15A24) Numerical analysis or methods applied to Markov chains (65C40) Stochastic matrices (15B51)

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