A New Truncation Algorithm for Markov Chain Equilibrium Distributions with Computable Error Bounds
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Publication:6409276
arXiv2208.14406MaRDI QIDQ6409276
Publication date: 30 August 2022
Computational methods in Markov chains (60J22) Applications of mathematical programming (90C90) Linear programming (90C05) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Numerical analysis or methods applied to Markov chains (65C40) Probabilistic potential theory (60J45) Continuous-time Markov processes on discrete state spaces (60J27) Jump processes on discrete state spaces (60J74)
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