From differential to difference importance measures for Markov reliability models
From MaRDI portal
Publication:2267653
DOI10.1016/j.ejor.2009.11.025zbMath1181.90096OpenAlexW2014026146MaRDI QIDQ2267653
Anne Barros, Phuc Do Van, Christophe Berenguer
Publication date: 1 March 2010
Published in: European Journal of Operational Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.ejor.2009.11.025
Sensitivity, stability, parametric optimization (90C31) Reliability, availability, maintenance, inspection in operations research (90B25) Markov and semi-Markov decision processes (90C40)
Related Items (6)
Generalized moment-independent importance measures based on Minkowski distance ⋮ A new time-independent reliability importance measure ⋮ Composite multilinearity, epistemic uncertainty and risk achievement worth ⋮ On the construction of component importance measures for semi-Markov systems ⋮ Importance measures in reliability and mathematical programming ⋮ Compositional Performance Evaluation with Importance Measures
Cites Work
- Unnamed Item
- Unnamed Item
- Statistical analysis of counting processes
- Exponential families of stochastic processes
- The reliability importance of components and prime implicants in coherent and non-coherent systems including total-order interactions
- The Condition of a Finite Markov Chain and Perturbation Bounds for the Limiting Probabilities
- The Role of the Group Generalized Inverse in the Theory of Finite Markov Chains
- The Maclaurin series for performance functions of Markov chains
- Sensitivity of the Stationary Distribution of a Markov Chain
- Rate of Convergence for Derivative Estimation of Discrete-Time Markov Chains via Finite-Difference Approximation with Common Random Numbers
- Perturbation realization, potentials, and sensitivity analysis of Markov processes
- On Errors in Matrix Inversion
This page was built for publication: From differential to difference importance measures for Markov reliability models