Year: 2014
East Asian Journal on Applied Mathematics, Vol. 4 (2014), Iss. 4 : pp. 386–395
Abstract
In order to determine the stationary distribution for discrete time quasi-birth-death Markov chains, it is necessary to find the minimal nonnegative solution of a quadratic matrix equation. The Newton-Shamanskii method is applied to solve this equation, and the sequence of matrices produced is monotonically increasing and converges to its minimal nonnegative solution. Numerical results illustrate the effectiveness of this procedure.
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Journal Article Details
Publisher Name: Global Science Press
Language: English
DOI: https://doi.org/10.4208/eajam.040914.301014a
East Asian Journal on Applied Mathematics, Vol. 4 (2014), Iss. 4 : pp. 386–395
Published online: 2014-01
AMS Subject Headings:
Copyright: COPYRIGHT: © Global Science Press
Pages: 10
Keywords: Quadratic matrix equation quasi-birth-death problems Newton-Shamanskii method minimal nonnegative solution.
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Weight splitting iteration methods to solve quadratic nonlinear matrix equation MY2+NY+P=0
Erfanifar, Raziyeh
Hajarian, Masoud
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