Accurate calculations of Stationary Distributions and Mean First Passage Times in Markov Renewal Processes and Markov Chains
This article describes an accurate procedure for computing the mean first passage times of a finite irreducible Markov chain and a Markov renewal process. The method is a refinement to the Kohlas, Zeit fur Oper Res, 30, 197–207, (1986) procedure. The technique is numerically stable in that it doesn’...
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| Format: | Article |
| Language: | English |
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De Gruyter
2016-03-01
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| Series: | Special Matrices |
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| Online Access: | http://www.degruyter.com/view/j/spma.2016.4.issue-1/spma-2016-0015/spma-2016-0015.xml?format=INT |