Augmented truncation approximations to the solution of Poisson’s equation for Markov chains-Reference-Cited by-同舟云学术

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Augmented truncation approximations to the solution of Poisson’s equation for Markov chains

Published:2022-02 Issue: Volume:414 Page:126610
ISSN:0096-3003
Container-title:Applied Mathematics and Computation
language:en
Short-container-title:Applied Mathematics and Computation

Author:

Liu Jinpeng,Liu Yuanyuan,Zhao Yiqiang Q.

Funder

National Natural Science Foundation of China

Central South University

Natural Science Foundation of Hunan Province

Publisher

Elsevier BV

Subject

Applied Mathematics,Computational Mathematics

Reference31 articles.

1. Markov Chains and Stochastic Stability;Meyn,2009

2. Dynamic Programming and Optimal Control;Bertsekas,2007

3. A liapounov bound for solutions of the poisson equation;Glynn;Ann. Probab.,1996

4. Perturbation analysis for continuous-time Markov chains;Liu;Sci. China-Math.,2015

5. Poisson’s equation for queues driven by a Markovian marked point process;Asmussen;Queueing Syst.,1994

Cited by 2 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. A posteriori error bounds for truncated Markov chain linear systems arising from first transition analysis;Operations Research Letters;2024-05

2. Matrix-Analytic Methods for Solving Poisson’s Equation with Applications to Markov Chains of GI/G/1-Type;SIAM Journal on Matrix Analysis and Applications;2023-07-27

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