NECESSARY AND SUFFICIENT CONDITIONS FOR GLOBAL GEOMETRIC CONVERGENCE OF BLOCK GAUSS-SEIDEL ITERATION ALGORITHM APPLIED TO MARKOV CHAINS-Reference-Cited by-同舟云学术

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NECESSARY AND SUFFICIENT CONDITIONS FOR GLOBAL GEOMETRIC CONVERGENCE OF BLOCK GAUSS-SEIDEL ITERATION ALGORITHM APPLIED TO MARKOV CHAINS

Published:1997 Issue:3 Volume:40 Page:283-293
ISSN:0453-4514
Container-title:Journal of the Operations Research Society of Japan
language:en
Short-container-title:JORSJ

Author:

Sumita Ushio¹,Igaki Nobuko²

Affiliation:

1. Graduate School of International Management International University of Japan

2. Department of Management Information Systems and Decision Sciences Tezukayama University

Publisher

The Operations Research Society of Japan

Subject

Management Science and Operations Research,General Decision Sciences

Link

https://www.jstage.jst.go.jp/article/jorsj/40/3/40_KJ00001203101/_pdf

Reference10 articles.

1. 1) BLUM E. K. Numerical Analysis and Computation : Theory and Practice. Addison-Wesley. (1972)

2. 2) DEBREU G. Nonnegative Square Matrices. Econometrica. (1953) vol.21, p.597-607.

3. 3) HEYMAN D. P. eds. Stochastic Models. Elsevier Science Publishers, North-Holland. (1991)

4. 4) MITRA D. Convergence of Relaxations for Numerical Solutions of Stochastic Problems. Mathematical Computer Performance and Reliability. North Holland.

5. 5) SCHWEITZER P. Aggregation Methods for Large Markov Chains. Mathematical Computer Performance and Reliability. North Holland.

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