TY - JOUR
T1 - A fast algorithm for the transient reward distribution in continuous-time Markov chains
AU - Tijms, H.C.
AU - Veldman, R.
PY - 2000
Y1 - 2000
N2 - A generally applicable discretization method for computing the transient distribution of the cumulative reward in a continuous-time Markov chain is presented. A key feature of the algorithm is an error estimate for speeding up the calculations. The algorithm is easy to program and is numerically stable.
AB - A generally applicable discretization method for computing the transient distribution of the cumulative reward in a continuous-time Markov chain is presented. A key feature of the algorithm is an error estimate for speeding up the calculations. The algorithm is easy to program and is numerically stable.
UR - https://www.scopus.com/pages/publications/0033735030
UR - https://www.scopus.com/inward/citedby.url?scp=0033735030&partnerID=8YFLogxK
U2 - 10.1016/S0167-6377(00)00023-7
DO - 10.1016/S0167-6377(00)00023-7
M3 - Article
SN - 0167-6377
VL - 26
SP - 155
EP - 158
JO - Operations Research Letters
JF - Operations Research Letters
ER -
