Monotone iterative methods to Markov chains

DOI10.1016/0024-3795(93)00357-6MaRDI QIDQ1904045zbMATH OpenOpenAlexFDO

Authors Pierre Semal

Publication date 29 August 1996

Published in Linear Algebra and its Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0024-3795(93)00357-6

zbMATH Keywords

algorithmirreducible Markov chainfault-tolerant systemweak regular splittingmonotone iterative methodsverification technique

Mathematics Subject Classification ID

Probabilistic methods, stochastic differential equations (65C99) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)

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Cites work

• scientific article; zbMATH DE number 3760340 (Why is no real title available?)
• scientific article; zbMATH DE number 19248 (Why is no real title available?)
• scientific article; zbMATH DE number 3215568 (Why is no real title available?)
• Numerical Methods in Markov Chain Modeling

Cited in

(12)

• scientific article; zbMATH DE number 510831 (Why is no real title available?)
• Iterant recombination with one-norm minimization for multilevel Markov chain algorithms via the ellipsoid method
• Some Improvements for the Computation of the Steady-State Distribution of a Markov Chain by Monotone Sequences of Vectors
• Numerical iterative methods for Markovian dependability and performability models: new results and a comparison
• Generalized triangular and symmetric splitting method for steady state probability vector of stochastic matrices
• On monotone Markov chains and properties of monotone matrix roots
• Iterative Method for Steady State Reliability Analysis of Complex Markov Systems
• Monotone convergence of iterative methods for singular linear systems
• Iterative solution methods for obtaining the steady-state probability distributions of Markovian multi-echelon repairable item inventory systems
• Finding the stationary states of Markov chains by iterative methods
• Iterative component-wise bounds for the steady-state distribution of a Markov chain.
• scientific article; zbMATH DE number 4087402 (Why is no real title available?)

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