@inproceedings{463ceb758d4f4491a40fd8cc9ffb25d0,
title = "Computing Expected Hitting Times for Imprecise Markov Chains",
abstract = "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.",
author = "Thomas Krak",
year = "2021",
month = jul,
day = "16",
doi = "10.1007/978-3-030-80542-5\_12",
language = "English",
isbn = "978-3-030-80541-8",
series = "Space Technology Proceedings",
publisher = "Springer",
pages = "185--205",
editor = "Vasile, \{Massimiliano \} and Quagliarella, \{Domenico \}",
booktitle = "Advances in Uncertainty Quantification and Optimization Under Uncertainty with Aerospace Applications",
address = "Germany",
}