Approximation of the exit probability of a stable Markov...

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Annals of Operations Research 2020 / 6

Approximation of the exit probability of a stable Markov modulated constrained random walk

Başoğlu Kabran, Fatma, Sezer, Ali Devin
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Journal:
Annals of Operations Research
DOI:
10.1007/s10479-020-03693-7
Date:
June, 2020
File:
PDF, 1.05 MB
2020
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