We present a novel algorithm to solve a non-linear system of equations, whose solution can be interpreted as a tight lower bound on the vector of expected hitting times of a Markov chain whose transition probabilities are only partially specified. We also briefly sketch how this method can be modified to solve a conjugate system of equations that gives rise to the corresponding upper bound. We prove the correctness of our method and show that it converges to the correct solution in a finite number of steps under mild conditions on the system. We compare the runtime complexity of our method to a previously published method from the literature and identify conditions under which our novel method is more efficient.


    Zugriff

    Zugriff prüfen

    Verfügbarkeit in meiner Bibliothek prüfen

    Bestellung bei Subito €


    Exportieren, teilen und zitieren



    Titel :

    Computing Expected Hitting Times for Imprecise Markov Chains


    Weitere Titelangaben:

    Space Technol.Proceedings


    Beteiligte:
    Vasile, Massimiliano (Herausgeber:in) / Quagliarella, Domenico (Herausgeber:in) / Krak, Thomas (Autor:in)

    Kongress:

    International Conference on Uncertainty Quantification & Optimisation ; 2020 ; Brussels, Belgium November 17, 2020 - November 20, 2020



    Erscheinungsdatum :

    16.07.2021


    Format / Umfang :

    21 pages





    Medientyp :

    Aufsatz/Kapitel (Buch)


    Format :

    Elektronische Ressource


    Sprache :

    Englisch