Numerical Methods in Markov Chain Modeling
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Publication:4032594
DOI10.1287/opre.40.6.1156zbMath0764.65095OpenAlexW1969139579MaRDI QIDQ4032594
Bernard Philippe, Yousef Saad, William J. Stewart
Publication date: 1 April 1993
Published in: Operations Research (Search for Journal in Brave)
Full work available at URL: https://semanticscholar.org/paper/709d4d28fbfad742c12f30b5491132a573691b99
numerical resultsMarkov chainsKrylov subspace techniquesacceleration techniquesrelaxation proceduresstationary probability distributionssingle vector power iteration
Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Probabilistic methods, stochastic differential equations (65C99)
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