On error bound analysis for transient continuous-time Markov reward structures
Nico M. Van DIJK · RePEc: Research Papers in Economics · 1991
Continuous-time Markov reward structures over a finite time interval are studied.Conditions are provided to conclude error bounds or comparison results when studying systems under modified data assumptions such as for sensitivity, computitional or bounding purposes.A reliability network is studied as an application.An explicit sensitivity error bound on the effect of breakdown and repair rates is obtained.