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

DOI10.1016/S0305-0548(02)00053-9zbMath1105.90359MaRDI QIDQ1423444

Juan Antonio Carrasco

Publication date: 14 February 2004

Published in: Computers \& Operations Research (Search for Journal in Brave)

zbMATH Keywords

Transient analysisRandomizationContinuous time Markov chainsRewarded models

Mathematics Subject Classification ID

Reliability, availability, maintenance, inspection in operations research (90B25) Markov and semi-Markov decision processes (90C40)

Related Items (3)

A Generalized Method for the Transient Analysis of Markov Models of Fault-Tolerant Systems with Deferred Repair ⋮ Reliability Bounds for Fault-Tolerant Systems with Deferred Repair using Bounding Split Regenerative Randomization ⋮ Efficient implementations of the randomization method with control of the relative error

Uses Software

• SPNP

Cites Work

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