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

DOI10.1007/BF01919287zbMath0618.90094OpenAlexW1972578359MaRDI QIDQ3755251

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

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)

Related Items

The computation of key properties of Markov chains via perturbations, Computing absorption probabilities for a Markov chain, Computing mean first passage times for a Markov chain, The computation of the mean first passage times for Markov chains, The state reduction and related algorithms and their applications to the study of Markov chains, graph theory, and the optimal stopping problem, Random sets and fuzzy interval analysis, State reduction in a Markov decision process, Accurate calculations of stationary distributions and mean first passage times in Markov renewal processes and Markov chains

Cites Work

• The Factorization of Queueing Equations and Their Interpretation
• 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
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