Article ID: | iaor20104789 |
Volume: | 58 |
Issue: | 3 |
Start Page Number: | 756 |
End Page Number: | 767 |
Publication Date: | May 2010 |
Journal: | Operations Research |
Authors: | Hordijk Arie, Heidergott Bernd, Leder Nicole |
We present update formulas that allow us to express the stationary distribution of a continuous-time Markov process with denumerable state space having generator matrix