Rate transition systems (RTS) are a special kind of transition systems introduced for defining the stochastic behavior of processes and for associating continuous-time Markov chain...
This paper illustrates the current state of development of an algorithm for the steady state solution of continuous-time Markov chains. The so-called multi-level algorithm utilize...
In this paper we deal with a perturbed algebraic Riccati equation in an infinite dimensional Banach space. Besides the interest in its own right, this class of equations appears, ...
Abstract. A smoothed aggregation multigrid method is presented for the numerical calculation of the stationary probability vector of an irreducible sparse Markov chain. It is shown...
Hans De Sterck, Thomas A. Manteuffel, Stephen F. M...
We introduce and study Recursive Markov Chains (RMCs), which extend ordinary finite state Markov chains with the ability to invoke other Markov chains in a potentially recursive m...