4982随机过程困难数值题short

Short-Horizon Expected State Reward 2

题目

A CTMC starts in state i. Over a short interval Delta_t = 0.05, the jump rates from i to j, k, l are 1, 0.5, and 0.5. State rewards are V(i)=1, V(j)=10, V(k)=4, and V(l)=-6. What is the first-order approximation to E[V(X_{Delta_t})]?

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