### Table 2.2: Continuous-time systems

### Table 3 Simulation Method versus Discretized State Space Approach Simulation Discretized State Space

2005

"... In PAGE 28: ... The standard errors on the certainty equivalent of wealth are negligible with the maximum loss in wealth being only 10 basis points. Table3 provides a direct comparison of our solution method to the more traditional... ..."

### Table 1. The Sylvester-type matrix equations considered in the RECSY library. CT and DT denote the continuous-time and discrete-time variants, respectively.

2004

"... In PAGE 4: ... RECSY com- prises a set of Fortran 90 routines, all equipped with Fortran 77 interfaces and LA- PACK/SLICOT wrappers, which solve 42 transpose and sign variants of eight common Sylvester-type matrix equations. Table1 lists the standard variants of these matrix equations. Table 1.... In PAGE 7: ...uture work includes extending the comparisons to other parallel platforms, e.g., the HPC2N IBM SP system which has much less compute power but provides a better \compute/communicate ratio quot;. Our aim is to construct a software package of ScaLAPACK-style algorithms for solving all matrix equations listed in Table1 . The implementations will build on standard node solvers from LAPACK and SLICOT [18, 20, 5], and recursive blocked solvers from RECSY.... ..."

Cited by 4

### Table 4: Parameters of the Continuous-Time Model

"... In PAGE 33: ...for assembling the various parts are Gamma random variables. Table4 contains the parameters of... ..."

### Table 3: Parameters of the Continuous-Time Model

2003

### Table I: Values of discrete state angles for 4 state model.

2005

### Table 4: Number of iterations, CPU time and error for algorithms msf and log for Example 1 with quot; = 10?8. system which is a continuous-time QBD with matrices of order m = 24. The in nitesimal generator matrix for this QBD is

"... In PAGE 28: ... The CPU times are obtained through averaging the outcomes of 2000 independent runs. Varying the tra c parameter p as in the way given in [35], we present our results on execution time and precision in Table4 . Examining Table 4, the algorithm msf appears to be slightly faster than algorithm log, the gain in CPU time when using msf increases with decreasing p.... ..."