Accession Number : AD0740053

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

Descriptive Note : Technical rept.,

Corporate Author : SACLANT ASW RESEARCH CENTRE LA SPEZIA (ITALY)

Personal Author(s) : Fabry,Christian

Report Date : 01 FEB 1972

Pagination or Media Count : 30

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)

Descriptors :   (*NAVAL OPERATIONS, *WAR GAMES), (*GAME THEORY, MATHEMATICAL MODELS), STOCHASTIC PROCESSES, PROBABILITY DENSITY FUNCTIONS, SURVIVAL(PERSONNEL), ANTISUBMARINE WARFARE, ITALY

Subject Categories : Operations Research
      Naval Surface Warfare

Distribution Statement : APPROVED FOR PUBLIC RELEASE