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  The deviation matrix of a continuous-time Markov chain (2001) [3 citations — 1 self]

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by Pauline Coolen-schrijner, Erik A. Van Doorn
Probab. Engrg. Inform. Sci
http://www.math.utwente.nl/~doorn/papers/predev.ps
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Abstract:

Abstract. The deviation matrix of an ergodic, continuous-time Markov chain with transition probability matrix P (.) and ergodic matrix # is the matrix D

Citations

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361 Markov Decision Processes – Puterman - 1994
52 Markov Chain Models - Rarity and Exponentiality – Keilson - 1979
43 Finite Markov Processes and Their Applications – Iosifescu - 1980
32 Markov Processes for Stochastic Modeling – Kijima - 1997
22 The role of the group generalized inverse in the theory of finite Markov chains – Meyer - 1975
15 Asymptotic formulas for Markov processes with applications to simulation – Whitt - 1992
13 Some asymptotic formulas for Markov chains with applications to simulation – Glynn - 1984
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11 Continuous-Time Markov Chains – Anderson - 1991
7 Average, sensitive and Blackwell optimal policies in denumerable Markov decision chains with unbounded rewards – Dekker, Hordijk - 1988
6 Generalized inverses and their application to applied probability problems – HUNTER - 1982
6 The deviation matrix of the M/M/1 and M/M/1/N queue, with applications to controlled queueing models – Koole - 1998
6 On the convergence to stationarity of the many-server Poisson queue – Stadje, Parthasarathy - 1999
4 Generalized inverses in discrete time Markov decision processes – Lamond, Puterman - 1989
3 On the convergence to stationarity of birth-death processes, submitted – Coolen-Schrijner, Doorn - 2000
3 What is fundamental for Markov chains: First passage times, fundamental matrices, and group generalized inverses – Heyman, O'Leary - 1995
3 Overcoming instability in computing the fundamental matrix of a Markov chain – Heyman, O'Leary - 1998
3 Finite continuous time Markov chains – Kemeny, Snell - 1961
2 A new formula for the deviation matrix – Hordijk, Spieksma - 1994
2 On deviation matrices for birth-death processes – Koole, Speiksma - 2001
1 Perturbation models – Syski - 1977
1 Ergodic potential – Syski - 1978
1 First-passage-time moments of Markov processes – Yao - 1985
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