Calculating transient distributions of cumulative reward

作者: Edmundo de Souza e Silva , H. Richard Gail , Reinaldo Vallejos Campos

DOI: 10.1145/223586.223612

关键词: Variable-order Markov modelContinuous-time Markov chainProbabilistic logicComputer scienceReward-based selectionMarkov chainMathematical optimization

摘要: Markov reward models have been employed to obtain performability measures of computer and communication systems. In these models, a continuous time chain is used represent changes in the system structure, usually caused by faults repairs its components, rates are assigned states model indicate some measure accomplishment at each structure. A procedure calculate numerically distribution accumulated over finite observation period presented. The development based solely on probabilistic arguments, final recursion quite simple. algorithm has low computational cost terms parameters. fact, number operations linear parameter that smaller than rewards, while storage required independent rewards. We also consider calculation cumulative for which impulse rewards associated with transitions.

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