%0 Journal Article
%J SIAM Journal on Matrix Analysis and Applications
%D 1998
%T Overcoming Instability In Computing The Fundamental Matrix For A Markov Chain
%A Heyman,Daniel P.
%A O'Leary, Dianne P.
%K decision process
%K fundamental matrix
%K Markov chains
%X We present an algorithm for solving linear systems involving the probability or rate matrix for a Markov chain. It is based on a UL factorization but works only with a submatrix of the factor U. We demonstrate its utility on Erlang-B models as well as more complicated models of a telephone multiplexing system.
%B SIAM Journal on Matrix Analysis and Applications
%V 19
%P 534 - 540
%8 1998///
%G eng
%U http://link.aip.org/link/?SML/19/534/1
%N 2
%R 10.1137/S0895479896301753