Numerical Solution of Markov Chains
William J. Stewart
Abstract
Papers presented at a workshop held January 1990 (location unspecified) cover just about all aspects of solving Markov models numerically. There are papers on matrix generation techniques and generalized stochastic Petri nets; the computation of stationary distributions, including aggregation/disagg
Topics & Concepts
Markov chainComputer scienceExamples of Markov chainsMathematicsStatistical physicsMathematical optimizationMarkov modelBalance equationStatisticsPhysicsAdvanced Database Systems and Queries