An effective numerical method to compute the moments of the completion time of Markov Reward Models

An effective numerical method to compute the moments of the completion time of Markov Reward Models

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Article ID: iaor19991399
Country: United Kingdom
Volume: 36
Issue: 7
Start Page Number: 59
End Page Number: 65
Publication Date: Oct 1998
Journal: Computers & Mathematics with Applications
Authors: , ,
Keywords: control processes
Abstract:

Analysis of Markov Reward Models with preemptive resume 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.

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