A class of iteration methods based on the Moser formula for nonlinear equations in Markov chains

DOI10.1016/S0024-3795(97)86522-6zbMath0889.65056MaRDI QIDQ1372973

Zhong Zhi Bai

Publication date: 2 June 1998

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

zbMATH Keywords

numerical examples; Newton iteration; Markov chain; nonnegative solutions; transition matrix; monotone convergence; nonlinear matrix equations; successive substitution iteration

Mathematics Subject Classification ID

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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