On the numerical analysis of inhomogeneous continuous-time Markov chains

DOI10.1287/IJOC.1090.0357MaRDI QIDQ2899074zbMATHOpenAlexFDO

Authors M. Arns, Peter Buchholz, Andriy Panchenko

Publication date 28 July 2012

Published in INFORMS Journal on Computing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1287/ijoc.1090.0357

zbMATH Keywords

uniformizationnumerical techniquesinhomogeneous Markov chainstransient solution

Mathematics Subject Classification ID

Numerical analysis or methods applied to Markov chains (65C40) Continuous-time Markov processes on general state spaces (60J25)

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