Efficient computation of the bounds of continuous time imprecise Markov chains.

Published in: Appl. Math. Comput. (2015)

Keyphrases

markov chain
efficient computation
steady state
markov processes
upper bound
transition probabilities
computational efficiency
finite state
state space
random walk
markov process
stochastic process
markov model
lower bound
stationary distribution
transition matrix
worst case
large deviations