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How to solve numerically the equilibrium equations of a Markov chain with infinitely many states

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  • Tijms, H.C.

    (Vrije Universiteit Amsterdam, Faculteit der Economische Wetenschappen en Econometrie (Free University Amsterdam, Faculty of Economics Sciences, Business Administration and Economitrics)

  • Coevering, M.C.T. van de

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  • Tijms, H.C. & Coevering, M.C.T. van de, 1990. "How to solve numerically the equilibrium equations of a Markov chain with infinitely many states," Serie Research Memoranda 0046, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.
    • Handle: RePEc:vua:wpaper:1990-46
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    File URL: http://degree.ubvu.vu.nl/repec/vua/wpaper/pdf/19900046.pdf
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    References listed on IDEAS

    as
    1. Daniel P. Heyman & Alyson Reeves, 1989. "Numerical Solution of Linear Equations Arising in Markov Chain Models," INFORMS Journal on Computing, INFORMS, vol. 1(1), pages 52-60, February.
    2. Winfried K. Grassmann & Michael I. Taksar & Daniel P. Heyman, 1985. "Regenerative Analysis and Steady State Distributions for Markov Chains," Operations Research, INFORMS, vol. 33(5), pages 1107-1116, October.
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