Sensitivity analysis for Markov reward structures until entrance times

DOI10.1239/jap/1014842267zbMath0962.60061OpenAlexW2021163817MaRDI QIDQ4503209

Nico M. van Dijk, Hayri Korezlioglu

Publication date: 13 June 2001

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1239/jap/1014842267

zbMATH Keywords

error bounduniformizationcontinuous-time Markov chainparameter sensitivityentrance timebias termcumulative reward

Mathematics Subject Classification ID

Communication networks in operations research (90B18) Reliability, availability, maintenance, inspection in operations research (90B25) Continuous-time Markov processes on discrete state spaces (60J27)

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