A note on uniformization for dynamic non-negative systems

DOI10.1239/JAP/1014842540zbMath1071.91522OpenAlexW2062447567MaRDI QIDQ4519098

Nico M. van Dijk, Karel Sladký

Publication date: 2000

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1239/jap/1014842540

zbMATH Keywords

randomizationuniformizationMarkov reward structuresbounded continuous-time Markov chainsLeontieff's input-output modelnonnegative generator matrix

Mathematics Subject Classification ID

Economic growth models (91B62) Continuous-time Markov processes on discrete state spaces (60J27)

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