Error bounds for augmented truncation approximations of continuous-time Markov chains
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Cites work
- A Liapounov bound for solutions of the Poisson equation
- Analyzing retrial queues by censoring
- Augmented truncation approximations of discrete-time Markov chains
- Augmented truncations of infinite stochastic matrices
- Censoring technique and numerical computations of invariant distribution for continuous-time Markov chains
- Continuous-time block-monotone Markov chains and their block-augmented truncations
- Continuous-time Markov chains. An applications-oriented approach
- Error bounds for augmented truncation approximations of Markov chains via the perturbation method
- Error bounds for augmented truncations of discrete-time block-monotone Markov chains under geometric drift conditions
- Error bounds for augmented truncations of discrete-time block-monotone Markov chains under subgeometric drift conditions
- Error bounds for last-column-block-augmented truncations of block-structured Markov chains
- Fundamental matrix of transient QBD generator with finite states and level dependent transitions
- scientific article; zbMATH DE number 6938250 (Why is no real title available?)
- scientific article; zbMATH DE number 3284853 (Why is no real title available?)
- Monotone infinite stochastic matrices and their augmented truncations
- Retrial Queues
- Stability of Markovian processes III: Foster–Lyapunov criteria for continuous-time processes
- Stochastic block–monotonicity in the approximation of the stationary distribution of infinite markov chains
- The censored Markov chain and the best augmentation
- Truncation approximations of invariant measures for Markov chains
Cited in
(11)- Attracting sets of discrete-time Markovian jump delay systems with stochastic disturbances via impulsive control
- Finite-state-space truncations for infinite quasi-birth-death processes
- A sequential update algorithm for computing the stationary distribution vector in upper block-Hessenberg Markov chains
- Exact tail asymptotics for fluid models driven by an \textit{M/M/c} queue
- scientific article; zbMATH DE number 1304829 (Why is no real title available?)
- Characterization of the conditional stationary distribution in Markov chains via systems of linear inequalities
- On geometric and algebraic transience for block-structured Markov chains
- Stationary distributions of continuous-time Markov chains: a review of theory and truncation-based approximations
- A geometric convergence formula for the level-increment-truncation approximation of M/G/1-type Markov chains
- Jump longer to jump less: improving dynamic boundary projection with \(h\)-scaling
- A posteriori error bounds for truncated Markov chain linear systems arising from first transition analysis
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