Institute of Information Theory and Automation

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Bibliography

Journal Article

A note on uniformization for dynamic non-negative systems

van Dijk N. M., Sladký Karel

: Journal of Applied Probability vol.37, 2 (2000), p. 329-341

: AV0Z1075907

: GA402/96/0420, GA ČR

(eng): The classical technique of uniformization (or randomization) for bounded continuous-time Markov chains and Markov reward structures is extended to dynamic systems generated by arbitrary non-negative generators. Most notably, these include so called input-output models in economic analysis. The results are of practical interest for both computational and theoretical purposes. Two numerical examples are included to illustrate the conditions and the results.

: 12B

: BB

2019-01-07 08:39