A Variational Framework for the RLGL Algorithm
Computing the stationary distribution π of a large, irreducible Markov chain with transition matrix P is a fundamental task in applied mathematics and computer science [4]. Solving the eigenvalue problem π = πP is typically intractable for direct solvers in large dimensions, leaving iterative methods as the only viable option [7].
Authors
- Lorenzo Gregoris
- Nelly Litvak (ORCID: https://orcid.org/0000-0002-6750-3484)
- Konstantin Avrachenkov
Institutions
- Institut national de recherche en sciences et technologies du numérique (FR)
- Eindhoven University of Technology (NL)
Publication Details
- Journal
- ACM SIGMETRICS Performance Evaluation Review
- Published
- 2026-03-31
- DOI
- https://doi.org/10.1145/3797823.3797860
- Primary Topic
- Markov Chains and Monte Carlo Methods
- Type
- article
- Field-Weighted Citation Impact
- 0.00