scientific article; zbMATH DE number 5066282

MaRDI QIDQ5493567zbMATH OpenFDO

Authors Isaac Sonin

Publication date 23 October 2006

zbMATH Keywords

elimination algorithmPoisson equationsstate reduction approach

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22) Numerical analysis or methods applied to Markov chains (65C40) Optimal stopping in statistics (62L15)

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Cited in

(6)

• Clearing in Financial Networks
• Parallel computing for Markov chains with islands and ports
• Continue, quit, restart probability model
• A generalized Gittins index for a Markov chain and its recursive calculation
• scientific article; zbMATH DE number 3995078 (Why is no real title available?)
• Solution of optimal stopping problem based on a modification of payoff function

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