We derive necessary and sufficient conditions for the existence of bounded or summable solutions to systems of linear equations associated with Markov chains. This substantially extends a famous ...

This paper is concerned with two-person zero-sum games for continuous-time Markov chains, with possibly unbounded payoff and transition rate functions, under the discounted payoff criterion. We give ...

Markov Models for disease progression are common in medical decision making (see references below). The parameters in a Markov model can be estimated by observing the time it takes patients in any ...