A Modified Newton Method for the Quadratic Vector Equation Arising in Markovian Binary Trees

作者：He, J.^*; Huang, T-Z.; Deng, L-J

来源：Ukrainian Mathematical Journal, 2016, 68(5): 812-822.

DOI：10.1007/s11253-016-1259-5

• CONVERGENCE
• ALGORITHMS
• ITERATION

We prove the existence of the solution for the quadratic vector equation arising in Markovian binary trees. A modified Newton method for finding the minimal solution of the equation is presented. The monotone convergence of the modified Newton method is proved. The numerical experiments confirm the efficiency of our method.

• 出版日期2016-10
• 单位遵义师范学院