Sub-stochastic matrix analysis for bounds computation -- theoretical results

DOI10.1016/J.EJOR.2005.08.016MaRDI QIDQ852968zbMATH OpenOpenAlexFDO

Authors Serge Haddad, Patrice Moreaux

Publication date 15 November 2006

Published in European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.ejor.2005.08.016

zbMATH Keywords

Markov processstochastic processstochastic boundstrong stochastic orderingsub-Markov chain

Mathematics Subject Classification ID

Reliability, availability, maintenance, inspection in operations research (90B25) Theory of organizations, manpower planning in operations research (90B70) Markov and semi-Markov decision processes (90C40)

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• Bound computation of dependability and performance measures
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• Bounding the mean response time of the minimum expected delay routing policy: an algorithmic approach
• Bounds for the Positive Eigenvectors of Nonnegative Matrices and for their Approximations by Decomposition
• Computing bounds on steady state availability of repairable computer systems
• Sojourn times in finite Markov processes

Cited in

(5)

• Stochastic Bounds for Partially Generated Markov Chains: An Algebraic Approach
• Asynchronous composition of high level Petri nets: a quantitative approach
• A Matlab-based rapid method for computing lattice-subspaces and vector sublattices of \(\mathbb R^n\): applications in portfolio insurance
• scientific article; zbMATH DE number 1552337 (Why is no real title available?)
• Stochastic bounds with a low rank decomposition

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