Computing the fundamental matrix of an M/G/1-type Markov chain

Date

2009

Authors

Hunt, E.

Editors

Pearce, C.
Hunt, E.

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Book chapter

Citation

Optimization: Structure and Applications, 2009 / Pearce, C., Hunt, E. (ed./s), pp.167-188

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Emma Hunt

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Abstract

A treatment is given of a probabilistic approach, Algorithm H, to the determination of the fundamental matrix of a block-structured –type Markov chain. Comparison is made with the cyclic reduction algorithm.

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© 2009 Springer. Part of Springer Science+Business Media

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