Moment recursions of the cumulative performance of production systems using discrete-time Markov reward models

2002 ◽  
Author(s):  
R. Mallubhatla ◽  
K.R. Pattipati ◽  
N. Viswanadham
Keyword(s):  
Discrete Time ◽  
Production Systems ◽  
Markov Reward ◽  
Markov Reward Models

scholarly journals Analysis of inhomogeneous Markov reward models

2004 ◽  
Vol 386 ◽  
pp. 383-405 ◽  
Author(s):  
M. Telek ◽  
A. Horváth ◽  
G. Horváth
Keyword(s):  
Markov Reward ◽  
Markov Reward Models

scholarly journals On the total reward variance for continuous-time Markov reward chains

2006 ◽  
Vol 43 (04) ◽  
pp. 1044-1052 ◽  
Author(s):  
Nico M. Van Dijk ◽  
Karel Sladký
Keyword(s):  
Growth Rate ◽  
Discrete Time ◽  
Continuous Time ◽  
Asymptotically Linear ◽  
State Spaces ◽  
Total Reward ◽  
Finite State ◽  
Markov Reward ◽  
Discrete Time Case

As an extension of the discrete-time case, this note investigates the variance of the total cumulative reward for continuous-time Markov reward chains with finite state spaces. The results correspond to discrete-time results. In particular, the variance growth rate is shown to be asymptotically linear in time. Expressions are provided to compute this growth rate.

Numerical analysis of large Markov reward models

1999 ◽  
Vol 36-37 ◽  
pp. 95-114 ◽  
Author(s):  
Miklós Telek ◽  
Sándor Rácz
Keyword(s):  
Numerical Analysis ◽  
Markov Reward ◽  
Markov Reward Models

Second-order Markov reward models driven by QBD processes

2012 ◽  
Vol 69 (9) ◽  
pp. 440-455 ◽  
Author(s):  
Nigel G. Bean ◽  
Małgorzata M. O’Reilly ◽  
Yong Ren
Keyword(s):  
Second Order ◽  
Qbd Processes ◽  
Markov Reward ◽  
Markov Reward Models
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