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

DOI10.1016/S0167-6377(00)00023-7zbMath0954.90064OpenAlexW1972002191MaRDI QIDQ1577470

R. Veldman, Henk C. Tijms

Publication date: 9 February 2001

Published in: Operations Research Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0167-6377(00)00023-7

zbMATH Keywords

discretization algorithmtransient reward distribution

Mathematics Subject Classification ID

Markov and semi-Markov decision processes (90C40)

Related Items (3)

Resilience analysis of multi-state systems with time-dependent behaviors ⋮ Performability assessment by model checking of Markov reward models ⋮ Model checking for performability

Cites Work

• An algorithm to calculate transient distributions of cumulative rate and impulse based reward

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