Comparacion numerica de algoritmos para calcular distribuciones estacionarias de cadenas de Markov finitas

DOI10.1007/BF02888264zbMath0757.60065OpenAlexW1557129045WikidataQ60214977 ScholiaQ60214977MaRDI QIDQ4022757

Antonio López-Quílez, Enriqueta Vercher

Publication date: 17 January 1993

Published in: Trabajos de Investigacion Operativa (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/40631

zbMATH Keywords

Markov chainsiterative algorithms for computing stationary distributions

Mathematics Subject Classification ID

Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20)

Cites Work

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• An algorithmic approach for a special class of Markov chains
• An algorithm for Ph/Ph/c queues
• Technical Note—A Markov Chain Partitioning Algorithm for Computing Steady State Probabilities
• Comparison of Some Direct Methods for Computing Stationary Distributions of Markov Chains
• Regenerative Analysis and Steady State Distributions for Markov Chains
• Iterative Methods for Computing Stationary Distributions of Nearly Completely Decomposable Markov Chains

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