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

In: Optimization

Author

Listed:
  • Emma Hunt

    (The University of Adelaide)

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.

Suggested Citation

  • Emma Hunt, 2009. "A comparison of probabilistic and invariant subspace methods for the block M/G/1 Markov chain," Springer Optimization and Its Applications, in: Charles Pearce & Emma Hunt (ed.), Optimization, edition 1, chapter 0, pages 189-205, Springer.
    • Handle: RePEc:spr:spochp:978-0-387-98096-6_10
    DOI: 10.1007/978-0-387-98096-6_10
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