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Aggregation/Disaggregation Iterative Methods Applied to Leontev Systems and Markov Chains |
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| Authors: | Ivo Marek Petr Mayer |
| Institution: | (1) Department of Mathematics, Faculty of Civil Engineering, Czech Technical University, 166 29 Praha 6, Czech Republic;(2) Department of Computational Mathematics, Charles University, Sokolovska 83, 186 00 Praha 8, Czech Republic |
| Abstract: | The paper surveys some recent results on iterative aggregation/disaggregation methods (IAD) for computing stationary probability vectors of stochastic matrices and solutions of Leontev linear systems. A particular attention is paid to fast IAD methods. |
| Keywords: | Leontev model Markov chain stochastic matrix aggregation stationary probability vector |
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