Series Expansions for Continuous-Time Markov Processes
نویسندگان
چکیده
منابع مشابه
Series Expansions for Continuous-Time Markov Processes
We present update formulas that allow us to express the stationary distribution of a continuous-time Markov process with denumerable state space having generator matrix Q∗ through a continuous-time Markov process with generator matrix Q. Under suitable stability conditions, numerical approximations can be derived from the update formulas, and we show that the algorithms converge at a geometric ...
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ژورنال
عنوان ژورنال: Operations Research
سال: 2010
ISSN: 0030-364X,1526-5463
DOI: 10.1287/opre.1090.0738