A class of iteration methods based on the Moser formula for nonlinear equations in Markov chains
From MaRDI portal
Publication:1372973
DOI10.1016/S0024-3795(97)86522-6zbMath0889.65056MaRDI QIDQ1372973
Publication date: 2 June 1998
Published in: Linear Algebra and its Applications (Search for Journal in Brave)
numerical examples; Newton iteration; Markov chain; nonnegative solutions; transition matrix; monotone convergence; nonlinear matrix equations; successive substitution iteration
65H10: Numerical computation of solutions to systems of equations
60J10: Markov chains (discrete-time Markov processes on discrete state spaces)
15A24: Matrix equations and identities
65C99: Probabilistic methods, stochastic differential equations
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Cites Work
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