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Aggregation/Disaggregation Iterative Methods Applied to Leontev Systems and Markov Chains

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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.

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Marek, I., Mayer, P. Aggregation/Disaggregation Iterative Methods Applied to Leontev Systems and Markov Chains. Applications of Mathematics 47, 139–156 (2002). https://doi.org/10.1023/A:1021785102298

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