Transient error bound analysis for continuous-time Markov reward structures

1991 ◽  
Vol 13 (3) ◽  
pp. 147-158 ◽  
Author(s):  
Nico M van Dijk
Keyword(s):  
Error Bound ◽  
Continuous Time ◽  
Transient Error ◽  
Error Bound Analysis ◽  
Markov Reward ◽  
Bound Analysis

Sensitivity analysis for Markov reward structures until entrance times

2000 ◽  
Vol 37 (1) ◽  
pp. 45-63 ◽  
Author(s):  
N. M. van Dijk ◽  
H. Korezlioglu
Keyword(s):  
Sensitivity Analysis ◽  
Markov Chain ◽  
Error Bound ◽  
Continuous Time ◽  
Infinitesimal Generator ◽  
Continuous Time Markov Chain ◽  
Entrance Time ◽  
Reward Function ◽  
Switched Network ◽  
Markov Reward

This work presents an estimate of the error on a cumulative reward function until the entrance time of a continuous-time Markov chain into a set, when the infinitesimal generator of this chain is perturbed. The derivation of an error bound constitutes the first part of the paper while the second part deals with an application where the time until saturation is considered for a circuit switched network which starts from an empty state and which is also subject to possible failures.

Sensitivity analysis for Markov reward structures until entrance times

2000 ◽  
Vol 37 (01) ◽  
pp. 45-63
Author(s):  
N. M. van Dijk ◽  
H. Korezlioglu
Keyword(s):  
Sensitivity Analysis ◽  
Markov Chain ◽  
Error Bound ◽  
Continuous Time ◽  
Infinitesimal Generator ◽  
Continuous Time Markov Chain ◽  
Entrance Time ◽  
Reward Function ◽  
Switched Network ◽  
Markov Reward

This work presents an estimate of the error on a cumulative reward function until the entrance time of a continuous-time Markov chain into a set, when the infinitesimal generator of this chain is perturbed. The derivation of an error bound constitutes the first part of the paper while the second part deals with an application where the time until saturation is considered for a circuit switched network which starts from an empty state and which is also subject to possible failures.

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