On the numerical analysis of inhomogeneous continuous-time Markov chains

DOI10.1287/IJOC.1090.0357MaRDI QIDQ2899074zbMATH OpenOpenAlexFDO

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

inhomogeneous Markov chainsnumerical techniquestransient solutionuniformization

Mathematics Subject Classification ID

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

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