Robust power series algorithm for epistemic uncertainty propagation in Markov chain models
DOI10.1080/15326349.2019.1683751zbMath1446.60053OpenAlexW2988488247MaRDI QIDQ5106728
Karim Abbas, Katia Bachi, Bernd F. Heidergott
Publication date: 22 April 2020
Published in: Stochastic Models (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/1871.1/abf85c7d-ecee-4134-b466-3aa160b75070
algorithmfundamental matrixMonte Carlo simulationMarkov chainpower series expansionsepistemic uncertaintyqueues with breakdowns and repairs
Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Numerical analysis or methods applied to Markov chains (65C40) Reliability and life testing (62N05)
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