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

DOI10.1016/S0024-3795(97)86522-6zbMATH Open0889.65056MaRDI QIDQ1372973FDOQ1372973

Authors: Zhong-Zhi Bai 

Publication date: 2 June 1998

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

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zbMATH Keywords

Markov chainnumerical examplestransition matrixNewton iterationnonlinear matrix equationsmonotone convergencenonnegative solutionssuccessive substitution iteration

Mathematics Subject Classification ID

Probabilistic methods, stochastic differential equations (65C99) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Numerical computation of solutions to systems of equations (65H10) Matrix equations and identities (15A24)

Cites Work

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• Title not available (Why is that?)
• Nonlinear Matrix Equations in Applied Probability—Solution Techniques and Open Problems
• A stable recursion for the steady state vector in markov chains of m/g/1 type
• On the Solution of a Nonlinear Matrix Equation Arising in Queueing Problems
• On a Newton-Moser type method
• Title not available (Why is that?)
• The N/G/1 queue and its detailed analysis
• Markov chains with applications in queueing theory, which have a matrix-geometric invariant probability vector
• A duality theorem for the matrix paradigms in queueing theory
• The busy period of queues which have a matrix-geometric steady state probability vector
• Queues Solvable without Rouché's Theorem
• Matrix-analytic methods in queueing theory
• Newton's iteration for non-linear equations in Markov chains
• The M/M/1 queue with randomly varying arrival and service rates
• Further results on the M/M/1 queue with randomly varying rates
• Moment formulas for the Markov renewal branching process
• An experimental evaluation of the matrix-geometric method for theGI/PH/1 queue

Cited In (11)

• Nonlinear matrix equations and structured linear algebra
• ON LATOUCHE–RAMASWAMI'S LOGARITHMIC REDUCTION ALGORITHM FOR QUASI-BIRTH-AND-DEATH PROCESSES
• On the numerical solution of a nonlinear matrix equation in Markov chains
• The Unified Frame of Alternating Direction Method of Multipliers for Three Classes of Matrix Equations Arising in Control Theory
• Newton's method for the quadratic matrix equation
• A Perron Iteration for the Solution of a Quadratic Vector Equation Arising in Markovian Binary Trees
• Numerical methods for QBD matrix equations
• Perturbation results for nearly uncoupled Markov chains with applications to iterative methods
• Two kinds of condition numbers for the quadratic matrix equation
• A family of fast fixed point iterations for M/G/1-type Markov chains
• The simplified topological \(\varepsilon\)-algorithms: software and applications

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