Efficient computation of the bounds of continuous time imprecise Markov chains

DOI10.1016/j.amc.2014.10.092zbMath1328.60180OpenAlexW2003095404MaRDI QIDQ902823

Damjan Škulj

Publication date: 4 January 2016

Published in: Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.amc.2014.10.092

zbMATH Keywords

Markov processesdifferential inequalitiesuncertainty modellingdiscretisation

Mathematics Subject Classification ID

Numerical analysis or methods applied to Markov chains (65C40) Growth and boundedness of solutions to ordinary differential equations (34C11) Continuous-time Markov processes on discrete state spaces (60J27) Differential inequalities involving functions of a single real variable (34A40)

Related Items (10)

Random walks on graphs with interval weights and precise marginals ⋮ Markovian imprecise jump processes: extension to measurable variables, convergence theorems and algorithms ⋮ Imprecise continuous-time Markov chains ⋮ Markov chains under nonlinear expectation ⋮ Errors bounds for finite approximations of coherent lower previsions on finite probability spaces ⋮ On nonlinear expectations and Markov chains under model uncertainty ⋮ The limit behaviour of imprecise continuous-time Markov chains ⋮ Extended Laplace principle for empirical measures of a Markov chain ⋮ Bounding inferences for large-scale continuous-time Markov chains: a new approach based on lumping and imprecise Markov chains ⋮ Normal cones corresponding to credal sets of lower probabilities

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