Jan 1, 2021 · We will present a computational framework for the solution for both discrete-time Markov chains (DTMCs) and continuous-time Markov chains (CTMCs) ...

Feb 1, 2022 · Here we will present a computational framework for the solution for both discrete-time Markov chains (DTMCs) and continuous-time Markov chains ...

Jan 1, 2021 · Liu and Li [8] investigated the error bound for augmented truncation approximations of Markov chains via Poisson's equation in a discrete-time ...

Here we will present a computational framework for the solution for both discrete-time Markov chains (DTMCs) and continuous-time Markov chains (CTMCs), by ...

Here we will present a computational framework for the solution for both discrete-time Markov chains (DTMCs) and continuous-time Markov chains (CTMCs), by ...

Augmented truncation approximations to the solution of Poisson's equation for Markov chains. Authors: Jinpeng Liu. School of Mathematics and Statistics, New ...

Let P be a positive recurrent infinite transition matrix with invariant distribution pi and ((n))(P) over bar be a truncated and arbitrarily augmented ...

Consider a discrete-time Markov chain X = {Xn : n ≥ 0} on a complete separable metric space E with transition kernel P = (P(x,dy) : x, y ∈ E).

This work derives computable V-norm bounds on the error between πT and (n)πT in terms of the perturbation method from three different aspects: the Poisson ...

Derive bounds on the solution: Glynn & Meyn (1996); Wu. (2009). Approximate the solution: Mijatovic & Vogrinc (2019); Liu, L. & Zhao (2022) (Augmented ...