Efficient computation of the bounds of continuous time imprecise Markov chains

DOI10.1016/J.AMC.2014.10.092MaRDI QIDQ902823zbMATH OpenOpenAlexFDO

Authors Damjan Škulj

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

zbMATH Keywords

uncertainty modellingMarkov processesdifferential inequalitiesdiscretisation

Mathematics Subject Classification ID

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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Cites work

• scientific article; zbMATH DE number 48344 (Why is no real title available?)
• scientific article; zbMATH DE number 3282899 (Why is no real title available?)
• A classification of invariant distributions and convergence of imprecise Markov chains
• A survey of the theory of coherent lower previsions
• Coefficients of ergodicity for Markov chains with uncertain parameters
• Difference Methods for Differential Inclusions: A Survey
• Discrete time Markov chains with interval probabilities
• Efficient computation of time-bounded reachability probabilities in uniform continuous-time Markov decision processes
• IMPRECISE MARKOV CHAINS AND THEIR LIMIT BEHAVIOR
• Imprecise Markov chains with absorption
• Introduction to the theory of differential inclusions
• Markov set-chains
• Numerical fixed grid methods for differential inclusions
• On the solutions to x'(t)=A(t)x(t) over all A(t), where P A(t) Q
• Three-valued abstraction for probabilistic systems
• Towards fully discretized differential inclusions
• Transition matrix and generalized matrix exponential via the Peano-Baker series

Cited in

(14)

• Hyperaccurate bounds in discrete-state Markovian systems
• 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
• Random walks on graphs with interval weights and precise marginals
• Extended Laplace principle for empirical measures of a Markov chain
• On nonlinear expectations and Markov chains under model uncertainty
• Markov chains under nonlinear expectation
• Discrete time Markov chains with interval probabilities
• Imprecise continuous-time Markov chains
• Computing lower and upper expected first-passage and return times in imprecise birth-death 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

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