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Bibliography

Conference Paper (international conference)

Error bounds and sensitivity analysis of semi-Markov processes

Sladký Karel

: Operations Research. Proceedings 1999, p. 148-153 , Eds: Inderfurth K., Schwödiauer G.

: Springer, (Berlin 2000)

: Symposium on Operations Research (SOR '99), (Magdeburg, DE, 01.09.1999-03.09.1999)

: AV0Z1075907

: GA402/98/0742, GA ČR, GA402/99/1136, GA ČR

(eng): Basic perturbation formulas for finite discrete-time Markov chains are reviewed and extended to finite state semi-Markov processes. Furthermore, it is shown how the obtained formulas read for continuous-time Markov chains (special case of semi-Markov processes). Finally, it is indicated how to extend formulas for perturbations under infinitesimal changes to the strong ergodic denumerable processes.

: 12B

: BB