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 ...

Oct 12, 2021 · Augmented truncation approximations to the solution of Poisson's equation for Markov chains · Applied Mathematics and Computation ( IF 3.5 ) ...

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 ...

Let P be the transition matrix of a positive recurrent Markov chain on the integers with invariant probability vector πT , and let ( n ) P ̃ be a stochastic ...

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