Performability Analysis of Markov Reward Models with Rate and Impulse Reward (1999)
| Venue: | Int. Conf. on Numerical solution of Markov chains |
| Citations: | 7 - 5 self |
BibTeX
@INPROCEEDINGS{Rácz99performabilityanalysis,
author = {Sándor Rácz and Miklós Telek and Mikl'os Telek},
title = {Performability Analysis of Markov Reward Models with Rate and Impulse Reward},
booktitle = {Int. Conf. on Numerical solution of Markov chains},
year = {1999},
pages = {169--187}
}
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Abstract
. The numerical analysis of Markov Reward Models (MRM) with random impulse and constant rate reward is considered in this paper. A single Laplace transform domain description of the distribution of accumulated reward is provided through a new argument. Based on this description an effective numerical method is introduced for the analysis of the moments of reward measures which allows the evaluation of models with large state space ( 10 6 states) and its computational complexity is independen of the number of different reward rates and impulse rewards. The proposed method, which is an extension of a method for the analysis MRMs with only rate reward, provides the moments of reward measures with a computational cost and memory requirement similar to the transient analysis of the underlying Continuous Time Markov Chain. A numerical example with a large model demonstrates the abilities of the proposed method. Key words: Markov Reward Models with Impulse and Rate Reward, Performability, ...
