Analysis of inhomogeneous Markov reward models

DOI10.1016/j.laa.2004.02.002zbMath1060.65009OpenAlexW1994297366MaRDI QIDQ1434438

Gábor Horváth, Miklós Telek, Andras Horvath

Publication date: 4 August 2004

Published in: Linear Algebra and its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.laa.2004.02.002

zbMATH Keywords

numerical exampleordinary and partial differential equationsinhomogeneous continuous-time Markov chaininhomogeneous Markov reward modelsmoments of reward measures

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22) Numerical analysis or methods applied to Markov chains (65C40) Continuous-time Markov processes on discrete state spaces (60J27)

Related Items

Age-usage semi-Markov models ⋮ Algorithm for a general discrete \(k\)-out-of-\(n\): \(G\) system subject to several types of failure with an indefinite number of repairpersons ⋮ Moments' analysis in homogeneous Markov reward models

Uses Software

• MRMSolve

Cites Work

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