Aggregation/Disaggregation Iterative Methods Applied to Leontev Systems and Markov Chains
Ivo Marek, Petr Mayer · Applications of Mathematics · 2002
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.