Numerical Experiments with Iteration and Aggregation for Markov Chains

DOI10.1287/IJOC.4.3.336MaRDI QIDQ4030931zbMATH OpenOpenAlexFDO

Authors William J. Stewart, Wei Wu

Publication date 1 April 1993

Published in ORSA Journal on Computing (Search for Journal in Brave)

Full work available at URL https://semanticscholar.org/paper/1d7b1acc92f92b99f87a1e1ff47d95abb77694e4

zbMATH Keywords

stationary probability vectoriterative aggregation/disaggregation methodcomputer/communication systems

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) Probabilistic models, generic numerical methods in probability and statistics (65C20)

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Cited in

(18)

• Numerical Solutions for Patterns Statistics on Markov Chains
• scientific article; zbMATH DE number 4155539 (Why is no real title available?)
• Iterative Methods for Computing Stationary Distributions of Nearly Completely Decomposable Markov Chains
• Aggregation with an error of O (ε ² )
• scientific article; zbMATH DE number 830005 (Why is no real title available?)
• scientific article; zbMATH DE number 1076107 (Why is no real title available?)
• scientific article; zbMATH DE number 663840 (Why is no real title available?)
• Iterative aggregation/disaggregation techniques for nearly uncoupled markov chains
• Aggregation/disaggregation method for safety models.
• On the use of periodicity properties for the efficient numerical solution of certain Markov chains
• Aggregation/Disaggregation Methods for Computing the Stationary Distribution of a Markov Chain
• The numerical solution of stochastic automata networks
• Comparison theorems for the convergence factor of iterative methods for singular matrices
• Comparisons Between Aggregation/Disaggregation and a Direct Algorithm for Computing the Stationary Probabilities of a Markov Chain
• Iterative aggregation/disaggregation methods for computing some characteristics of Markov chains. II: Fast convergence
• scientific article; zbMATH DE number 2000349 (Why is no real title available?)
• On a two-level multigrid solution method for finite Markov chains
• Eigenvalue bounds on restrictions of reversible nearly uncoupled Markov chains

Describes a project that uses

Uses Software

• Algorithm 447

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