Entrance Time Distribution and Limiting Transition Probabilities for Continuous-Time Markov Chains, with Applications to Stochastic Combat Models.

Abstract

The methods presented in the report make possible, in stochastic combat models, the determination of victory probabilities, distribution of the number of survivors and moments of the distribution of the combat duration. More generally, when applied to continuous-time Markov chains, the same methods provide the limiting transition probabilities and the moments of the distribution of the entrance time into the set of all absorbing states. The computation time required to obtain numerically the quantities of practical interest is very small in comparison to the time that would be necessary to solve the huge system of differential equations describing a combat stochastically. (Author)

Document Details

Document Type
Technical Report
Publication Date
Feb 01, 1972
Accession Number
AD0740053

Entities

People

  • Christian Fabry

Organizations

  • SACLANT ASW Research Centre

Tags

DTIC Thesaurus Topics

  • Computations
  • Differential Equations
  • Equations
  • Markov Chains
  • Mathematical Analysis
  • Mathematics
  • Partial Differential Equations
  • Probability
  • Real Variables
  • Transitions

Fields of Study

  • Mathematics

Readers

  • Fluid Dynamics.
  • Maritime Combat Support and Expeditionary Logistics.
  • Statistical inference.