This paper is concerned with two-person zero-sum games for continuous-time Markov chains, with possibly unbounded payoff and transition rate functions, under the discounted payoff criterion. We give ...
We describe a computational procedure for evaluating the quasi-stationary distributions of a continuous-time Markov chain. Our method, which is an 'iterative version' of Arnoldi's algorithm, is ...
Markov chain models and phase-type distributions have emerged as powerful tools in healthcare analytics, offering a robust framework for understanding and predicting patient trajectories throughout ...
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