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- W2126281617 abstract "A new method for the solution of continuous time Markov chains is proposed. The method is based on the numerical integration of the underlying differential equation. The stepsize of the integration is chosen to minimize the error of the steady state solution. Results show that for a given number of floating point operations; the integration method converges faster than the Gauss-Seidel or successive over-relaxation method when sparse and stiff transition rate matrices are considered. >" @default.
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- W2126281617 date "2002-12-09" @default.
- W2126281617 modified "2023-09-26" @default.
- W2126281617 title "An integration based method for the solution of continuous time Markov chains" @default.
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- W2126281617 doi "https://doi.org/10.1109/icsmc.1991.169715" @default.
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