An iterative approximation scheme for repetitive Markov processes

DOI10.1239/JAP/1032374624MaRDI QIDQ4944538zbMATH OpenOpenAlexFDO

Authors Tolga Tüfekçi, Refik Güllü

Publication date 6 November 2000

Published in Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1239/jap/1032374624

zbMATH Keywords

approximate solutionsnumerical algorithmsquasi-birth-and-death processes

Mathematics Subject Classification ID

Discrete-time Markov processes on general state spaces (60J05) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Queueing theory (aspects of probability theory) (60K25)

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Cited in

(4)

• Perturbation results for nearly uncoupled Markov chains with applications to iterative methods
• Iterant recombination with one-norm minimization for multilevel Markov chain algorithms via the ellipsoid method
• Iterative and Semi-Iterative Methods for Computing Stationary Probability Vectors of Markov Operators
• An iterative algorithm for computing mean first passage times of Markov chains

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