Research Article
Computation of Invariant Measures and Stationary Expectations for Markov Chains with Block-Band Transition Matrix
Algorithm 2
Computation of stationary expectations.
Choose large | Initialize for and | for do | Update | Update | Free memory space for | Update for | Initialize if | end for | Set and determine all other entries of by solving up to the first scalar equation | Update and renormalize such that | return Z |
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