From differential to difference importance measures for Markov reliability models
DOI10.1016/J.EJOR.2009.11.025zbMATH Open1181.90096OpenAlexW2014026146MaRDI QIDQ2267653FDOQ2267653
Authors: Phuc Do Van, A. Barros, C. Bérenguer 
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
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Cites Work
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- The Role of the Group Generalized Inverse in the Theory of Finite Markov Chains
- The reliability importance of components and prime implicants in coherent and non-coherent systems including total-order interactions
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- The Condition of a Finite Markov Chain and Perturbation Bounds for the Limiting Probabilities
- The Maclaurin series for performance functions of Markov chains
- Exponential families of stochastic processes
- Statistical analysis of counting processes
- 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
- On Errors in Matrix Inversion
Cited In (9)
- Title not available (Why is that?)
- Compositional performance evaluation with importance measures
- Importance measures in reliability and mathematical programming
- Generalized moment-independent importance measures based on Minkowski distance
- A new time-independent reliability importance measure
- Importance and sensitivity analysis in dynamic reliability
- Importance analysis by logical differential calculus
- On the construction of component importance measures for semi-Markov systems
- Composite multilinearity, epistemic uncertainty and risk achievement worth
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