Iterative Bounds on the Equilibrium Distribution of a Finite Markov Chain

DOI10.1017/S0269964800000334zbMath1133.60330OpenAlexW2101016503MaRDI QIDQ3415834

Jan van der Wal, Paul J. Schweitzer

Publication date: 19 January 2007

Published in: Probability in the Engineering and Informational Sciences (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1017/s0269964800000334

Mathematics Subject Classification ID

Stochastic processes (60G99)

Related Items (3)

Unnamed Item ⋮ Bounds on the fixed point of a monotone contraction operator ⋮ Upper and lower bounds for the waiting time in the symmetric shortest queue system

Cites Work

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• Fehlerschranken und Konvergenzbeschleunigung bei einer monotonen oder alternierenden Iterationsfolge
• Methods of matrix algebra
• Iterative solution of the functional equations of undiscounted Markov renewal programming
• Simultaneous Iteration for Partial Eigensolution of Real Matrices
• Zur Extrapolation in Markoffschen Entscheidungsmodellen mit Diskontierung
• Contraction Mappings in the Theory Underlying Dynamic Programming

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