A modification of a class of IAD methods

Kojecký, Tomáš; Mayer, Petr

  • Programs and Algorithms of Numerical Mathematics, Publisher: Institute of Mathematics AS CR(Prague), page 116-130

Abstract

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We provide a short overview of algorithms useful for computing of stationary probability vectors of stochastic matrix. Some care is devoted to the problem of computing of all extremal stationary probability vectors for the reducible stochastic matrices. We present some modifications of standard Iterative Aggregation/Disaggregation algorithm.

How to cite

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Kojecký, Tomáš, and Mayer, Petr. "A modification of a class of IAD methods." Programs and Algorithms of Numerical Mathematics. Prague: Institute of Mathematics AS CR, 2004. 116-130. <http://eudml.org/doc/271411>.

@inProceedings{Kojecký2004,
abstract = {We provide a short overview of algorithms useful for computing of stationary probability vectors of stochastic matrix. Some care is devoted to the problem of computing of all extremal stationary probability vectors for the reducible stochastic matrices. We present some modifications of standard Iterative Aggregation/Disaggregation algorithm.},
author = {Kojecký, Tomáš, Mayer, Petr},
booktitle = {Programs and Algorithms of Numerical Mathematics},
location = {Prague},
pages = {116-130},
publisher = {Institute of Mathematics AS CR},
title = {A modification of a class of IAD methods},
url = {http://eudml.org/doc/271411},
year = {2004},
}

TY - CLSWK
AU - Kojecký, Tomáš
AU - Mayer, Petr
TI - A modification of a class of IAD methods
T2 - Programs and Algorithms of Numerical Mathematics
PY - 2004
CY - Prague
PB - Institute of Mathematics AS CR
SP - 116
EP - 130
AB - We provide a short overview of algorithms useful for computing of stationary probability vectors of stochastic matrix. Some care is devoted to the problem of computing of all extremal stationary probability vectors for the reducible stochastic matrices. We present some modifications of standard Iterative Aggregation/Disaggregation algorithm.
UR - http://eudml.org/doc/271411
ER -

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