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An effective numerical method to compute the moments of the completion time of Markov reward models
Department of Telecommunications and Telematics Technical University of Budapest, 1521 Budapest, Hungary.
1998 (English)In: Computers and Mathematics with Applications, ISSN 0898-1221, E-ISSN 1873-7668, Vol. 36, no 8, 59-65 p.Article in journal (Refereed) Published
Abstract [en]

Analysis of Markov Reward Models (MRM) with preemptive resume (prs) policy results in a double transform expression, whose solution is based on the inverse transformations both in time and reward variable domain. We present a symbolic expression of moments of the completion time, from which a computationally effective recursive numerical method can be obtained. (C) 1998 Elsevier Science Ltd. All rights reserved.

Place, publisher, year, edition, pages
1998. Vol. 36, no 8, 59-65 p.
National Category
Electrical Engineering, Electronic Engineering, Information Engineering
Identifiers
URN: urn:nbn:se:kth:diva-203014DOI: 10.1016/S0898-1221(98)00183-7ISI: 000076674100006OAI: oai:DiVA.org:kth-203014DiVA: diva2:1080783
Conference
BEAUDRY MD, 1978, IEEE T COMPUT, V27, P540 BEGAIN K, 1995, P RELECTRONIC 95, P95 HOWARD RA, 1971, DYNAMIC PROBABILISTI, V2 IYER BR, 1986, IEEE T COMPUT, V35, P902 TELEK M, 1994, THESIS HUNGARIAN ACA
Note

QC 20170314

ScopusID: 0032182711

Available from: 2017-03-11 Created: 2017-03-11 Last updated: 2017-03-14Bibliographically approved

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