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

该基金资助了一个关于马尔可夫链数值解的研讨会。该领域是当前研究活跃度高、适用性广的领域。研讨会汇集了在该领域工作的三组研究人员：应用概率学家、数值分析师和系统工程师。研讨会的目标包括：促进不同研究人员之间的合作，尽量减少不必要的重复，并确定新的长期研究目标。-提供最新的，并告知研究人员谁在这个领域的分支工作，在不同领域正在进行的工作。-编制一套全面的会议记录，成为重要的参考资料。-启动马尔可夫链应用中出现的数值示例库，并将其与稀疏矩阵操作程序和经过良好测试的鲁棒数值解决方法相结合。

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.