Statistical Taylor series expansion: An approach for epistemic uncertainty propagation in Markov reliability models

DOI10.1051/ro/2019091zbMath1472.60124OpenAlexW2973792275MaRDI QIDQ5002245

Katia Bachi, Karim Abbas, Bernd F. Heidergott

Publication date: 27 July 2021

Published in: RAIRO - Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1051/ro/2019091

zbMATH Keywords

correlationfundamental matrixrisk analysisMonte Carlo simulationepistemic uncertaintyTaylor series expansionMarkov reliability model

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22) Applications of renewal theory (reliability, demand theory, etc.) (60K10) Series expansions (e.g., Taylor, Lidstone series, but not Fourier series) (41A58)

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