Efficient computation of the bounds of continuous time imprecise Markov chains
DOI10.1016/J.AMC.2014.10.092zbMATH Open1328.60180OpenAlexW2003095404MaRDI QIDQ902823FDOQ902823
Publication date: 4 January 2016
Published in: Applied Mathematics and Computation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.amc.2014.10.092
Numerical analysis or methods applied to Markov chains (65C40) Continuous-time Markov processes on discrete state spaces (60J27) Differential inequalities involving functions of a single real variable (34A40) Growth and boundedness of solutions to ordinary differential equations (34C11)
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Cited In (12)
- Errors bounds for finite approximations of coherent lower previsions on finite probability spaces
- Markovian imprecise jump processes: extension to measurable variables, convergence theorems and algorithms
- Application of normal cones to the computation of solutions of the nonlinear Kolmogorov backward equation
- Extended Laplace principle for empirical measures of a Markov chain
- Random walks on graphs with interval weights and precise marginals
- Markov chains under nonlinear expectation
- On nonlinear expectations and Markov chains under model uncertainty
- Imprecise continuous-time Markov chains
- Bounding inferences for large-scale continuous-time Markov chains: a new approach based on lumping and imprecise Markov chains
- Normal cones corresponding to credal sets of lower probabilities
- The limit behaviour of imprecise continuous-time Markov chains
- Hyperaccurate bounds in discrete-state Markovian systems
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