Markov Chains -- Direct Methods -- Iterative Methods -- Projection Methods -- Block Hessenberg Matrices -- Decompositional Methods -- LI-Cyclic Markov -- Chains

A cornerstone of applied probability, Markov chains can be used to help model how plants grow, chemicals react, and atoms diffuse--and applications are increasi

Intersecting two large research areas - numerical analysis and applied probability/queuing theory - this book is a self-contained introduction to the numerical

Stochastic control is a very active area of research. This monograph, written by two leading authorities in the field, has been updated to reflect the latest de

Papers presented at a workshop held January 1990 (location unspecified) cover just about all aspects of solving Markov models numerically. There are papers on m