{"id":"https://openalex.org/W1997879845","doi":"https://doi.org/10.1007/s001860100121","title":"Numerical evaluation of resolvents and Laplace transforms of Markov processes using linear programming","display_name":"Numerical evaluation of resolvents and Laplace transforms of Markov processes using linear programming","publication_year":2001,"publication_date":"2001-06-01","ids":{"openalex":"https://openalex.org/W1997879845","doi":"https://doi.org/10.1007/s001860100121","mag":"1997879845"},"language":"en","primary_location":{"id":"doi:10.1007/s001860100121","is_oa":false,"landing_page_url":"https://doi.org/10.1007/s001860100121","pdf_url":null,"source":{"id":"https://openalex.org/S126160977","display_name":"Mathematical Methods of Operations Research","issn_l":"1432-2994","issn":["1432-2994","1432-5217"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319900","host_organization_name":"Springer Science+Business Media","host_organization_lineage":["https://openalex.org/P4310319900","https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Science+Business Media","Springer Nature"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Mathematical Methods of Operations Research (ZOR)","raw_type":"journal-article"},"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5064207243","display_name":"Kurt Helmes","orcid":"https://orcid.org/0000-0002-7125-1574"},"institutions":[{"id":"https://openalex.org/I39343248","display_name":"Humboldt-Universit\u00e4t zu Berlin","ror":"https://ror.org/01hcx6992","country_code":"DE","type":"education","lineage":["https://openalex.org/I39343248"]}],"countries":["DE"],"is_corresponding":false,"raw_author_name":"Kurt Helmes","raw_affiliation_strings":["Institute of Operations Research, Humboldt University of Berlin, Berlin, Germany (e-mail: helmes@wiwi.hu-berlin.de), , , , , , DE","Institute of Operations Research, Humboldt University of Berlin, Berlin, Germany (e-mail: helmes@wiwi.hu-berlin.de), DE"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Institute of Operations Research, Humboldt University of Berlin, Berlin, Germany (e-mail: helmes@wiwi.hu-berlin.de), , , , , , DE","institution_ids":["https://openalex.org/I39343248"]},{"raw_affiliation_string":"Institute of Operations Research, Humboldt University of Berlin, Berlin, Germany (e-mail: helmes@wiwi.hu-berlin.de), DE","institution_ids":["https://openalex.org/I39343248"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5055604437","display_name":"Richard H. Stockbridge","orcid":"https://orcid.org/0000-0002-2397-8242"},"institutions":[{"id":"https://openalex.org/I143302722","display_name":"University of Kentucky","ror":"https://ror.org/02k3smh20","country_code":"US","type":"education","lineage":["https://openalex.org/I143302722"]}],"countries":["US"],"is_corresponding":false,"raw_author_name":"Richard H. Stockbridge","raw_affiliation_strings":["Department of Statistics, University of Kentucky, Lexington, KY 40506-0027 (e-mail: stockbri@uwm.edu), , , , , , XX","Department of Statistics, University of Kentucky, Lexington, KY 40506-0027 (e-mail: stockbri@uwm.edu), , XX"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Department of Statistics, University of Kentucky, Lexington, KY 40506-0027 (e-mail: stockbri@uwm.edu), , , , , , XX","institution_ids":["https://openalex.org/I143302722"]},{"raw_affiliation_string":"Department of Statistics, University of Kentucky, Lexington, KY 40506-0027 (e-mail: stockbri@uwm.edu), , XX","institution_ids":["https://openalex.org/I143302722"]}]}],"institutions":[],"countries_distinct_count":2,"institutions_distinct_count":2,"corresponding_author_ids":[],"corresponding_institution_ids":[],"apc_list":{"value":2990,"currency":"USD","value_usd":2990},"apc_paid":null,"fwci":1.553,"has_fulltext":false,"cited_by_count":6,"citation_normalized_percentile":{"value":0.834375,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":null,"biblio":{"volume":"53","issue":"2","first_page":"309","last_page":"331"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10974","display_name":"Advanced Queuing Theory Analysis","score":0.9998000264167786,"subfield":{"id":"https://openalex.org/subfields/1404","display_name":"Management Information Systems"},"field":{"id":"https://openalex.org/fields/14","display_name":"Business, Management and Accounting"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T10974","display_name":"Advanced Queuing Theory Analysis","score":0.9998000264167786,"subfield":{"id":"https://openalex.org/subfields/1404","display_name":"Management Information Systems"},"field":{"id":"https://openalex.org/fields/14","display_name":"Business, Management and Accounting"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10067","display_name":"Stochastic processes and financial applications","score":0.9921000003814697,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10328","display_name":"Supply Chain and Inventory Management","score":0.9873999953269958,"subfield":{"id":"https://openalex.org/subfields/1404","display_name":"Management Information Systems"},"field":{"id":"https://openalex.org/fields/14","display_name":"Business, Management and Accounting"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.7370243668556213},{"id":"https://openalex.org/keywords/laplace-transform","display_name":"Laplace transform","score":0.7263473272323608},{"id":"https://openalex.org/keywords/resolvent","display_name":"Resolvent","score":0.5916796922683716},{"id":"https://openalex.org/keywords/laplace\u2013stieltjes-transform","display_name":"Laplace\u2013Stieltjes transform","score":0.54705411195755},{"id":"https://openalex.org/keywords/brownian-motion","display_name":"Brownian motion","score":0.5363072156906128},{"id":"https://openalex.org/keywords/markov-process","display_name":"Markov process","score":0.5354822874069214},{"id":"https://openalex.org/keywords/applied-mathematics","display_name":"Applied mathematics","score":0.5291524529457092},{"id":"https://openalex.org/keywords/martingale","display_name":"Martingale (probability theory)","score":0.47602561116218567},{"id":"https://openalex.org/keywords/bounded-function","display_name":"Bounded function","score":0.47565409541130066},{"id":"https://openalex.org/keywords/mathematical-optimization","display_name":"Mathematical optimization","score":0.4484010338783264},{"id":"https://openalex.org/keywords/linear-programming","display_name":"Linear programming","score":0.43008869886398315},{"id":"https://openalex.org/keywords/mathematical-analysis","display_name":"Mathematical analysis","score":0.3497227132320404},{"id":"https://openalex.org/keywords/fourier-transform","display_name":"Fourier transform","score":0.09635251760482788},{"id":"https://openalex.org/keywords/statistics","display_name":"Statistics","score":0.06939798593521118}],"concepts":[{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.7370243668556213},{"id":"https://openalex.org/C97937538","wikidata":"https://www.wikidata.org/wiki/Q199691","display_name":"Laplace transform","level":2,"score":0.7263473272323608},{"id":"https://openalex.org/C196267783","wikidata":"https://www.wikidata.org/wiki/Q4392490","display_name":"Resolvent","level":2,"score":0.5916796922683716},{"id":"https://openalex.org/C141255357","wikidata":"https://www.wikidata.org/wiki/Q3997728","display_name":"Laplace\u2013Stieltjes transform","level":5,"score":0.54705411195755},{"id":"https://openalex.org/C112401455","wikidata":"https://www.wikidata.org/wiki/Q178036","display_name":"Brownian motion","level":2,"score":0.5363072156906128},{"id":"https://openalex.org/C159886148","wikidata":"https://www.wikidata.org/wiki/Q176645","display_name":"Markov process","level":2,"score":0.5354822874069214},{"id":"https://openalex.org/C28826006","wikidata":"https://www.wikidata.org/wiki/Q33521","display_name":"Applied mathematics","level":1,"score":0.5291524529457092},{"id":"https://openalex.org/C48406656","wikidata":"https://www.wikidata.org/wiki/Q534112","display_name":"Martingale (probability theory)","level":2,"score":0.47602561116218567},{"id":"https://openalex.org/C34388435","wikidata":"https://www.wikidata.org/wiki/Q2267362","display_name":"Bounded function","level":2,"score":0.47565409541130066},{"id":"https://openalex.org/C126255220","wikidata":"https://www.wikidata.org/wiki/Q141495","display_name":"Mathematical optimization","level":1,"score":0.4484010338783264},{"id":"https://openalex.org/C41045048","wikidata":"https://www.wikidata.org/wiki/Q202843","display_name":"Linear programming","level":2,"score":0.43008869886398315},{"id":"https://openalex.org/C134306372","wikidata":"https://www.wikidata.org/wiki/Q7754","display_name":"Mathematical analysis","level":1,"score":0.3497227132320404},{"id":"https://openalex.org/C102519508","wikidata":"https://www.wikidata.org/wiki/Q6520159","display_name":"Fourier transform","level":2,"score":0.09635251760482788},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.06939798593521118},{"id":"https://openalex.org/C76563020","wikidata":"https://www.wikidata.org/wiki/Q4817582","display_name":"Fractional Fourier transform","level":4,"score":0.0},{"id":"https://openalex.org/C203024314","wikidata":"https://www.wikidata.org/wiki/Q1365258","display_name":"Fourier analysis","level":3,"score":0.0}],"mesh":[],"locations_count":3,"locations":[{"id":"doi:10.1007/s001860100121","is_oa":false,"landing_page_url":"https://doi.org/10.1007/s001860100121","pdf_url":null,"source":{"id":"https://openalex.org/S126160977","display_name":"Mathematical Methods of Operations Research","issn_l":"1432-2994","issn":["1432-2994","1432-5217"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319900","host_organization_name":"Springer Science+Business Media","host_organization_lineage":["https://openalex.org/P4310319900","https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Science+Business Media","Springer Nature"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Mathematical Methods of Operations Research (ZOR)","raw_type":"journal-article"},{"id":"pmh:oai:CiteSeerX.psu:10.1.1.31.8680","is_oa":false,"landing_page_url":"http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.31.8680","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"http://www.wiwi.hu-berlin.de/institute/or/preprints/steuer_001027/001027.ps","raw_type":"text"},{"id":"pmh:oai:RePEc:spr:compst:v:53:y:2001:i:2:p:309-331","is_oa":false,"landing_page_url":"http://hdl.handle.net/10.1007/s001860100121","pdf_url":null,"source":{"id":"https://openalex.org/S4306401271","display_name":"RePEc: Research Papers in Economics","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I77793887","host_organization_name":"Federal Reserve Bank of St. Louis","host_organization_lineage":["https://openalex.org/I77793887"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"","raw_type":"article"}],"best_oa_location":null,"sustainable_development_goals":[],"awards":[],"funders":[],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":14,"referenced_works":["https://openalex.org/W1481789702","https://openalex.org/W1515416301","https://openalex.org/W1562079157","https://openalex.org/W1580561995","https://openalex.org/W2008026092","https://openalex.org/W2022941684","https://openalex.org/W2034927680","https://openalex.org/W2056945084","https://openalex.org/W2068098627","https://openalex.org/W2083746174","https://openalex.org/W2086412293","https://openalex.org/W2097398984","https://openalex.org/W2126794261","https://openalex.org/W2751862591"],"related_works":["https://openalex.org/W1996624184","https://openalex.org/W3126199408","https://openalex.org/W3022275705","https://openalex.org/W2997260785","https://openalex.org/W4248744979","https://openalex.org/W2328813089","https://openalex.org/W2504967562","https://openalex.org/W4389482554","https://openalex.org/W3148077626","https://openalex.org/W2499169160"],"abstract_inverted_index":null,"counts_by_year":[],"updated_date":"2026-08-21T09:56:20.448147","created_date":"2025-10-10T00:00:00"}
