A comparison of probabilistic and invariant subspace methods for the block M/G/1 Markov chain

Emma Hunt ()
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Emma Hunt: The University of Adelaide

Chapter Chapter 10 in Optimization, 2009, pp 189-205 from Springer

Abstract: Abstract A suite of numerical experiments is used to compare Algorithm H and other probability-based algorithms with invariant subspace methods for determining the fundamental matrix of an M/G/1–type Markov chain.

Keywords: Block M/G/1 Markov chain; fundamental matrix; invariant subspace methods; probabilistic algorithms; Algorithm H (search for similar items in EconPapers)
Date: 2009
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Persistent link: https://EconPapers.repec.org/RePEc:spr:spochp:978-0-387-98096-6_10

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DOI: 10.1007/978-0-387-98096-6_10

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