A Workshop on the Numerical Solution of Markov Chains, North Carolina State University, Raleigh, North Carolina

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This grant supported a workshop on Numerical Solution of Markov Chains. The area is of current high research activity and wide applicability. The workshop brought together three groups of researchers working in this field: applied probabilists, numerical analysts, and system engineers. The goals of the workshop included: - To foster co-operation among diverse researchers, to minimize unnecessary duplication and to identify new long- term research objectives. - To bring up-to-date and to inform researchers who work in branch of this area, the work being undertaken in different areas. - To produce a comprehensive set of proceedings that will become a significant reference work. - To launch a repository of numerical examples that arise in Markov chain applications, and to couple it with sparse matrix manipulation procedures and well-tested and robust numerical solution methods.