Newton's iteration for non-linear equations in Markov chains

DOI10.1093/imanum/14.4.583zbMath0861.65132OpenAlexW2062279927MaRDI QIDQ4316516

Guy Latouche

Publication date: 29 April 1997

Published in: IMA Journal of Numerical Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1093/imanum/14.4.583

zbMATH Keywords

Newton's methoditerative algorithmsstationary distributionnonlinear matrix equationqueueing systemsinfinite Markov chains

Mathematics Subject Classification ID

Numerical computation of solutions to systems of equations (65H10) Queueing theory (aspects of probability theory) (60K25) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Probabilistic methods, stochastic differential equations (65C99)

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