27 citations · 93 across the 14 of their papers we have counts for
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math.OC2018★ 3 cited
Approximations of countably-infinite linear programs over bounded measure spaces
Juan Kuntz, Philipp Thomas, Guy-Bart Stan +1
We study a class of countably-infinite-dimensional linear programs (CILPs) whose feasible sets are bounded subsets of appropriately defined spaces of measures. The optimal value, o…
math.PR2018★ 18 cited
The exit time finite state projection scheme: bounding exit distributions and occupation measures of continuous-time Markov chains
Juan Kuntz, Philipp Thomas, Guy-Bart Stan +1
We introduce the exit time finite state projection (ETFSP) scheme, a truncation-based method that yields approximations to the exit distribution and occupation measure associated w…