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Algorithms for Markov stochastic models |
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| Authors: | Guanghui Xu |
| Affiliation: | (1) Institute of Applied Mathematics, Chinese Academy of Sciences, Asian-Pacific Operations Research Center Within CAS and APORS, 100080 Beijing, China |
| Abstract: | A survey of the main results of algorithmic studies of Markov processes and related stochastic models is shown. It consists of stationary solutions, transient solutions, first passage times, and multidimensional denumerable state Markov processes. In conclusion, some remarks on further works are presented. |
| Keywords: | Markov press stochastic model algorithm stationary solutions transient solutions first passage time uniform error |
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