Comparison of multilevel methods for Kronecker-based Markovian representations
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Publication:1764150
DOI10.1007/s00607-004-0074-2zbMath1061.65003MaRDI QIDQ1764150
Publication date: 23 February 2005
Published in: Computing (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/11693/24195
Markov chains; numerical experiments; multigrid; Multilevel methods; aggregation-disaggregation; hierarchical Markovian models; Kronecker-based numerical techniques
60J22: Computational methods in Markov chains
65C40: Numerical analysis or methods applied to Markov chains
65F10: Iterative numerical methods for linear systems
60J27: Continuous-time Markov processes on discrete state spaces
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