An effective numerical method to compute the moments of the completion time of Markov reward models

M. Telek, A. Pfening, G. Fodor

Research output: Contribution to journalArticle

4 Citations (Scopus)

Abstract

Analysis of Markov Reward Models (MRM) with preemptive resume (prs) policy results in a double transform expression, whose solution is based on the inverse transformations both in time and reward variable domain. We present a symbolic expression of moments of the completion time, from which a computationally effective recursive numerical method can be obtained.

Original languageEnglish
Pages (from-to)59-65
Number of pages7
JournalComputers and Mathematics with Applications
Volume36
Issue number8
DOIs
Publication statusPublished - Oct 1998

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Keywords

  • Completion time
  • Markov reward models
  • Preemptive resume policy

ASJC Scopus subject areas

  • Modelling and Simulation
  • Computational Theory and Mathematics
  • Computational Mathematics

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