论文信息 - A fast algorithm for the transient reward distribution in continuous-time Markov chains

A fast algorithm for the transient reward distribution in continuous-time Markov chains

This note presents a generally applicable discretization method for computing the transient distribution of the cumulative reward in a continuous-time Markov chain. A key feature of the algorithm is an error estimate for speeding up the calculations. The algorithm is easy to program and is numerically stable.

Henk C. Tijms | R. Veldman | H. Tijms | R. Veldman

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