Iterative aggregation/disaggregation methods for computing some characteristics of Markov chains

DOI10.1007/3-540-45346-6_6MaRDI QIDQ4433870zbMATH OpenFDO

Authors Ivo Marek, Petr Mayer

Publication date 3 November 2003

Published in Lecture Notes in Computer Science (Search for Journal in Brave)

Full work available at URL http://link.springer.de/link/service/series/0558/bibs/2179/21790068.htm

zbMATH Keywords

algorithmsconvergenceiterative aggregation/disaggregation methodsMarkov chainsmean first passage times matricesstationary probability vectors

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22) Numerical analysis or methods applied to Markov chains (65C40)

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Cited in

(8)

• Parallel implementation of an aggregation/disaggregation method for evaluating quasi-stationary behavior in continuous-time Markov chains
• Iterative aggregation/disaggregation methods for computing some characteristics of Markov chains. II: Fast convergence
• scientific article; zbMATH DE number 4192967 (Why is no real title available?)
• Iterative aggregation/disaggregation techniques for nearly uncoupled markov chains
• Aggregation of the policy iteration method for nearly completely decomposable Markov chains
• Numerical Experiments with Iteration and Aggregation for Markov Chains
• scientific article; zbMATH DE number 1064100 (Why is no real title available?)
• Aggregation/disaggregation iterative methods applied to Leontev systems and Markov chains.

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