A Markov Embedding Approximation for a Stochastic Population Model with Exogenous Disturbances

作者: Bruce P. Ayati , Claudia Neuhauser

DOI: 10.1023/A:1012212725398

关键词: PopulationPopulation modelEmbeddingMarkov propertyStochastic simulationMarkov chainMarkov modelMathematicsProbability distributionMathematical optimization

摘要: We present and study an approximation scheme for the mean of a stochastic simulation that models population subject to nonlinear birth exogenous disturbances. use information from probability distribution disturbance times construct method improves upon mean-field approximation. show through two example systems effectiveness Markov embedding discuss contexts in which it is appropriate method.

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