Finding the stationary states of Markov chains by iterative methods

DOI10.1016/j.amc.2014.04.053zbMath1338.65019OpenAlexW2154313660WikidataQ57392871 ScholiaQ57392871MaRDI QIDQ299414

Arkadi Nemirovski, Yu. E. Nesterov

Publication date: 22 June 2016

Published in: Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.amc.2014.04.053

zbMATH Keywords

gradient methodsstochastic matricespower methodglobal rate of convergenceGoogle problemstrong convexity

Mathematics Subject Classification ID

Numerical analysis or methods applied to Markov chains (65C40) Stochastic matrices (15B51) Markov processes (60J99)

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Cites Work

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