Numerical methods of identification for discrete-state continuous-time Markov processes

MaRDI QIDQ5369208zbMATH OpenFDO

Authors L. S. Kuravsky, P. A. Marmalyuk, G. A. Yur'Ev, P. N. Dumin

Publication date 13 October 2017

Full work available at URL http://mathnet.ru/eng/mm3853

zbMATH Keywords

complete enumeration methoddiscrete-state continuous-time Markov processesgradient methodmethod of signigicant values numeration

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25) Methods of reduced gradient type (90C52)

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