Approximate adaptive uniformization of continuous-time Markov chains

DOI10.1016/j.apm.2018.05.009zbMath1457.60119OpenAlexW2804746932WikidataQ129776398 ScholiaQ129776398MaRDI QIDQ2308229

Werner Sandmann, Alexander Andreychenko, Verena Wolf

Publication date: 26 March 2020

Published in: Applied Mathematical Modelling (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.apm.2018.05.009

zbMATH Keywords

randomizationuniformizationcontinuous-time Markov chaindiscrete-time conversiondynamic state space truncationtransient probability distribution

Mathematics Subject Classification ID

Continuous-time Markov processes on discrete state spaces (60J27)

Related Items (1)

Attracting sets of discrete-time Markovian jump delay systems with stochastic disturbances via impulsive control

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