Parallel computing for Markov chains with islands and ports

DOI10.1007/s10479-017-2727-5zbMath1501.60041OpenAlexW2776402741MaRDI QIDQ2095208

Isaac M. Sonin, Amod J. Basnet

Publication date: 9 November 2022

Published in: Annals of Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10479-017-2727-5

zbMATH Keywords

Markov chainsparallel computinginvariant distributionislands and portsstate reduction approach

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22) Numerical analysis or methods applied to Markov chains (65C40) Stopping times; optimal stopping problems; gambling theory (60G40)

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