Balsamo, Simonetta; Marin, Andrea - In: European Journal of Operational Research 229 (2013) 2, pp. 391-403
In this paper we address the problem of efficiently deriving the steady-state distribution for a continuous time Markov chain (CTMC) S evolving in a random environment E. The process underlying E is also a CTMC. S is called Markov modulated process. Markov modulated processes have been widely...
