The Exit Time Finite State Projection Scheme: Bounding Exit Distributions and Occupation Measures of Continuous-Time Markov Chains

Juan Kuntz, Philipp Thomas, Guy-Bart Stan, Mauricio Barahona. The Exit Time Finite State Projection Scheme: Bounding Exit Distributions and Occupation Measures of Continuous-Time Markov Chains. SIAM J. Scientific Computing, 41(2), 2019. [doi]

Authors

Juan Kuntz

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Philipp Thomas

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Guy-Bart Stan

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Mauricio Barahona

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