Abstract
The technique of uniformization, introduced by Jensen [3] and also known as randomization, is widely known as a fruitful tool to transform (homogeneous) continuous-time Markov chains into discrete-time Markov chains, both for theoretical and computational purposes, most notably to evaluate performance measure such as arising in manufacturing, telecommunications and computer performance (see e.g. [1], [2], [4]).
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References
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Van Dijk, N.M., Sladký, K.: On Approximative Expressions for Cumulative Rewards of Time-Inhomogeneous Nonnegative Systems. Research Report, Institute of Information Theory and Automation, No. 1903, Prague, July 1997.
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© 1998 Springer-Verlag Berlin Heidelberg
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van Dijk, N.M., Sladký, K. (1998). On Discrete—Form Expressions for Time—Inhomogeneous Cumulative Reward Structures. In: Operations Research Proceedings 1997. Operations Research Proceedings, vol 1997. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-58891-4_25
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DOI: https://doi.org/10.1007/978-3-642-58891-4_25
Publisher Name: Springer, Berlin, Heidelberg
Print ISBN: 978-3-540-64240-4
Online ISBN: 978-3-642-58891-4
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