Bibliografie
Conference Paper (international conference)
Error bounds and sensitivity analysis of semi-Markov processes
: 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