A Simple Numerical Approach for Infinite-State Markov Chains
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(10)- Optimizing steady state Markov chains by state reduction
- Analyzing \(GI/E_ r/1\) queues
- Markov processes on a semi-infinite strip and the geometric tail algorithm
- A Markov Chain Description of A Workstation with Infinite Capacity
- scientific article; zbMATH DE number 1538062 (Why is no real title available?)
- scientific article; zbMATH DE number 1424148 (Why is no real title available?)
- Equilibrium distribution of finite-state Markov processes
- Time-consistent consumption, investment, and proportional reinsurance in market models with Markovian regime switching
- Consumption-investment and reinsurance problem under Markovian regime switching: time-consistent solution
- An algorithmic approach for a special class of Markov chains
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