On Error Bound Analysis for Transient Continuous-Time Markov Reward Structures

نویسنده

  • Nico M. van Dijk
چکیده

Continuous-time Markov reward structures over a finite time interval are studied. Conditions are provided to conclude error bounds or comparison results when studying systems under modified data assumptions such as for sensitivity, computitional or bounding purposes. A reliability network is studied as an application. An explicit sensitivity error bound on the effect of breakdown and repair rates is obtained.

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Numerical Analysis of Large Markov Reward Models

First analysis of Markov Reward Models (MRM) resulted in a double transform expression, whose numerical solution is based on the inverse transformations both in time and reward variable domain. Better numerical methods were proposed based on the time domain properties of these models, such as the set of partial differential equation describes the process evolution in time. This paper introduces...

متن کامل

A fast algorithm for the transient reward distribution in continuous-time Markov chains

This note presents a generally applicable discretization method for computing the transient distribution of the cumulative reward in a continuous-time Markov chain. A key feature of the algorithm is an error estimate for speeding up the calculations. The algorithm is easy to program and is numerically stable. c © 2000 Elsevier Science B.V. All rights reserved.

متن کامل

A Generalized Method for the Transient Analysis of Markov Models of Fault-Tolerant Systems with Deferred Repair

Randomization is an attractive alternative for the transient analysis of continuous time Markov models. The main advantages of the method are numerical stability, well-controlled computation error and ability to specify the computation error in advance. However, the fact that the method can be computationally expensive limits its applicability. Recently, a variant of the (standard) randomizatio...

متن کامل

CSRL model checking with closed-form bounding distributions

Continuous Stochastic Logic (CSL) which lets to express real-time probabilistic properties on Continuous-Time Markov Chains (CTMC) has been augmented by reward structures to check also performability measures. Thus Continuous Stochastic Reward Logic (CSRL) defined on Markov Reward Models (MRM) provides a framework to verify performancerelated and as well as dependability-related measures. Proba...

متن کامل

Computation of bounds for transient measures of large rewarded Markov models using regenerative randomization

In this paper we generalize a method (called regenerative randomization) for the transient solution of continuous time Markov models. The generalized method allows to compute two transient measures (the expected transient reward rate and the expected averaged reward rate) for rewarded continuous time Markov models with a structure covering bounding models which are useful when a complete, exact...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

عنوان ژورنال:

دوره   شماره 

صفحات  -

تاریخ انتشار 2007