A Comprehensive Performance Evaluation on Iterative Algorithms for Sensitivity Analysis of Continuous-Time Markov Chains-Reference-Cited by-同舟云学术

A Comprehensive Performance Evaluation on Iterative Algorithms for Sensitivity Analysis of Continuous-Time Markov Chains

Published:2020-11-01 Issue:11 Volume:E103.A Page:1252-1259
ISSN:0916-8508
Container-title:IEICE Transactions on Fundamentals of Electronics, Communications and Computer Sciences
language:en
Short-container-title:IEICE Trans. Fundamentals

Author:

CHENG Yepeng¹,OKAMURA Hiroyuki¹,DOHI Tadashi¹

Affiliation:

1. Department of Information Engineering, Graduate School of Engineering, Hiroshima University

Publisher

Institute of Electronics, Information and Communications Engineers (IEICE)

Subject

Applied Mathematics,Electrical and Electronic Engineering,Computer Graphics and Computer-Aided Design,Signal Processing

Link

https://www.jstage.jst.go.jp/article/transfun/E103.A/11/E103.A_2019EAP1171/_pdf

Reference17 articles.

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2. [3] S. Kumar, W. Grassmann, and R. Billington, “A stable algorithm to calculate steady-state probability and frequency of a Markov system,” IEEE Trans. Rel., vol.R-36, no.1, pp.58-62, April 1987. 10.1109/tr.1987.5222295

3. [4] S.Z. Amir and F. Xavier, “Steady-state Markov chain analysis for heterogeneous cognitive radio networks,” IEEE Sarnoff Symposium, 2010. 10.1109/sarnof.2010.5469751

4. [5] T.A. Davis, Direct Methods for Sparse Linear Systems, SIAM, Philadelphia, 2006. 10.1137/1.9780898718881

5. [6] H. Okamura and T. Dohi, “Performance comparison of algorithms for computing parametric sensitivity functions in continuous-time Markov chains,” Proc. 2016 Asia-Pacific International Symposium on Advanced Reliability and Maintenance Modeling, pp.415-422, McGraw-Hill, Taiwan, 2016.

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