scientific article; zbMATH DE number 5066282

zbMATH Open1106.60061MaRDI QIDQ5493567FDOQ5493567

Authors: Isaac Sonin 

Publication date: 23 October 2006

Title of this publication is not available (Why is that?)

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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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• 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
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• Solution of optimal stopping problem based on a modification of payoff function

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