Numerical computation of mean passage times and absorption probabilities in Markov and Semi-Markov models

DOI10.1007/BF01919287MaRDI QIDQ3755251zbMATH OpenOpenAlexFDO

Authors Jürg Kohlas

Publication date 1986

Published in Zeitschrift für Operations Research (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf01919287

zbMATH Keywords

numerical computationstationary distributionstate reductionabsorption probabilitiesMarkov and semi-Markov modelsmean passage times

Mathematics Subject Classification ID

Markov renewal processes, semi-Markov processes (60K15) Markov and semi-Markov decision processes (90C40)

Recommendations

• Accurate calculations of stationary distributions and mean first passage times in Markov renewal processes and Markov chains
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• Numerical Solution of Linear Equations Arising in Markov Chain Models

Cites work

• scientific article; zbMATH DE number 3148886 (Why is no real title available?)
• scientific article; zbMATH DE number 4022981 (Why is no real title available?)
• scientific article; zbMATH DE number 3532286 (Why is no real title available?)
• scientific article; zbMATH DE number 3584630 (Why is no real title available?)
• scientific article; zbMATH DE number 3797466 (Why is no real title available?)
• Markov Renewal Processes with Finitely Many States
• Markov Renewal Processes: Definitions and Preliminary Properties
• Markov renewal theory
• Regenerative Analysis and Steady State Distributions for Markov Chains
• The Factorization of Queueing Equations and Their Interpretation

Cited in

(9)

• Computing absorption probabilities for a Markov chain
• State reduction in a Markov decision process
• Mapping absorption processes onto a Markov chain, conserving the mean first passage time
• The state reduction and related algorithms and their applications to the study of Markov chains, graph theory, and the optimal stopping problem
• Random sets and fuzzy interval analysis
• The computation of the mean first passage times for Markov chains
• Computing mean first passage times for a Markov chain
• The computation of key properties of Markov chains via perturbations
• Accurate calculations of stationary distributions and mean first passage times in Markov renewal processes and Markov chains

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