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Introduction to the Numerical Solution of Markov Chains
Language: en
Pages: 561
Authors: William J. Stewart
Categories: Mathematics
Type: BOOK - Published: 1994-12-04 - Publisher: Princeton University Press

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Markov Chains -- Direct Methods -- Iterative Methods -- Projection Methods -- Block Hessenberg Matrices -- Decompositional Methods -- LI-Cyclic Markov -- Chains
Introduction to the Numerical Solution of Markov Chains
Language: en
Pages: 561
Authors: William J. Stewart
Categories: Mathematics
Type: BOOK - Published: 2021-01-12 - Publisher: Princeton University Press

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A cornerstone of applied probability, Markov chains can be used to help model how plants grow, chemicals react, and atoms diffuse--and applications are increasi
Numerical Methods for Structured Markov Chains
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Intersecting two large research areas - numerical analysis and applied probability/queuing theory - this book is a self-contained introduction to the numerical
Numerical Methods for Stochastic Control Problems in Continuous Time
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Stochastic control is a very active area of research. This monograph, written by two leading authorities in the field, has been updated to reflect the latest de
Numerical Solution of Markov Chains
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Papers presented at a workshop held January 1990 (location unspecified) cover just about all aspects of solving Markov models numerically. There are papers on m