A Parametric Uncertainty Analysis Method for Markov Reliability and Reward Models

Abstract

A common concern with Markov reliability and reward models is that model parameters, i.e., component failure and repair rates, are seldom perfectly known. This paper proposes a numerical method based on the Taylor series expansion of the underlying Markov chain stationary distribution (associated to the reliability and reward models) to propagate parametric… (More)
DOI: 10.1109/TR.2012.2208299

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