Computing the expected Markov reward rates with stationarity detection and relative error control
DOI10.1007/S11009-016-9490-YzbMATH Open1370.60130OpenAlexW2296023583MaRDI QIDQ2397958FDOQ2397958
Authors: Víctor Suñé 
Publication date: 14 August 2017
Published in: Methodology and Computing in Applied Probability (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/2117/85787
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Markov chainrandomizationstationarity detectionrelative errorMarkov reward modelexpected reward rate
Computational methods in Markov chains (60J22) Applications of continuous-time Markov processes on discrete state spaces (60J28) Numerical analysis or methods applied to Markov chains (65C40) Continuous-time Markov processes on discrete state spaces (60J27)
Cites Work
- Computation of the Chi-Square and Poisson Distribution
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- MPFR
- The Randomization Technique as a Modeling Tool and Solution Procedure for Transient Markov Processes
- Title not available (Why is that?)
- Accurate Sum and Dot Product
- Inexact Uniformization Method for Computing Transient Distributions of Markov Chains
- On the Medians of Gamma Distributions and an Equation of Ramanujan
- Adaptive uniformization
- Availability analysis of repairable computer systems and stationarity detection
- Upper bounds on Poisson tail probabilities
- Calculation of the Poisson cumulative distribution function (reliability applications)
- Transient Analysis of Rewarded Continuous Time Markov Models by Regenerative Randomization with Laplace Transform Inversion
- Efficient implementations of the randomization method with control of the relative error
Cited In (5)
- FSTTCS 2005: Foundations of Software Technology and Theoretical Computer Science
- Bounding reward measures of Markov models using the Markov decision processes.
- Computation of bounds for transient measures of large rewarded Markov models using regenerative randomization.
- Simulating Markov-reward processes with rare events
- Efficient implementations of the randomization method with control of the relative error
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