Sensitivity analysis for Markov reward structures until entrance times

DOI10.1239/JAP/1014842267MaRDI QIDQ4503209zbMATH OpenOpenAlexFDO

Authors Nico M. van Dijk, H. Körezlioğlu

Publication date 13 June 2001

Published in Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1239/jap/1014842267

zbMATH Keywords

bias termcontinuous-time Markov chaincumulative rewardentrance timeerror boundparameter sensitivityuniformization

Mathematics Subject Classification ID

Continuous-time Markov processes on discrete state spaces (60J27) Communication networks in operations research (90B18) Reliability, availability, maintenance, inspection in operations research (90B25)

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Cited in

(4)

• scientific article; zbMATH DE number 1617946 (Why is no real title available?)
• Transient error bound analysis for continuous-time Markov reward structures
• On the sensitivity analysis of the expected accumulated reward
• Perturbation analysis for dynamic poverty indexes

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