A fast newton's iteration for M/G/1-type and GI/M/1-type markov chains

In this article we revisit Newton's iteration as a method to find the G or R matrix in M/G/1-type and GI/M/1-type Markov chains. We start by reconsidering the method proposed in Ref.[ 15 ], which required O(m 6 + Nm 4) time per iteration, and show that it can be reduced to O(Nm 4), where m is t...

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Autores:
Tipo de recurso:
Fecha de publicación:
2012
Institución:
Universidad del Rosario
Repositorio:
Repositorio EdocUR - U. Rosario
Idioma:
eng
OAI Identifier:
oai:repository.urosario.edu.co:10336/27431
Acceso en línea:
https://doi.org/10.1080/15326349.2012.726038
https://repository.urosario.edu.co/handle/10336/27431
Palabra clave:
Markov chains
Matrix-anaytic methods
Newton iteration
Numerical methods for Markov chains
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