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

DOI10.1007/BF01919287zbMATH Open0618.90094OpenAlexW1972578359MaRDI QIDQ3755251FDOQ3755251

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

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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)

Cites Work

• Title not available (Why is that?)
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• Regenerative Analysis and Steady State Distributions for Markov Chains
• Markov Renewal Processes with Finitely Many States
• Markov renewal theory
• Markov Renewal Processes: Definitions and Preliminary Properties
• Title not available (Why is that?)
• The Factorization of Queueing Equations and Their Interpretation
• Title not available (Why is that?)
• Title not available (Why is that?)

Cited In (9)

• Random sets and fuzzy interval analysis
• Accurate calculations of stationary distributions and mean first passage times in Markov renewal processes and Markov chains
• State reduction in a Markov decision process
• Computing absorption probabilities for a Markov chain
• Computing mean first passage times for a Markov chain
• The computation of key properties of Markov chains via perturbations
• 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
• The computation of the mean first passage times for Markov chains

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