Multilevel Solutions for Structured Markov Chains

DOI10.1137/S0895479898342419zbMath0967.60075OpenAlexW2041406274MaRDI QIDQ2706260

Peter Buchholz

Publication date: 19 March 2001

Published in: SIAM Journal on Matrix Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/s0895479898342419

zbMATH Keywords

continuous time Markov chainsiterative solution techniquesaggregation-disaggregationstationary analysis

Mathematics Subject Classification ID

Probabilistic models, generic numerical methods in probability and statistics (65C20) Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20) Iterative numerical methods for linear systems (65F10)

Related Items (5)

Triangular and skew-symmetric splitting method for numerical solutions of Markov chains ⋮ Fast multilevel methods for Markov chains ⋮ Multigrid Methods for Tensor Structured Markov Chains with Low Rank Approximation ⋮ Iterant recombination with one-norm minimization for multilevel Markov chain algorithms via the ellipsoid method ⋮ Lumpable continuous-time stochastic automata networks.

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