Transient Analysis of Acyclic Markov Chains

Abstract Continuous-time Markov chains are commonly used insystem reliability modeling. In this paper, we discuss a method for automatically deriving transient solutions that are symbolic in t for acyclic Markov chains. Our method also includes parametric sensitivity analysis of the transient solution and several cumulative measures associated with Markov chain behavior. We include three examples, one to show the use of our method in evaluating approximate solution techniques, one showing parametric sensitivity analysis of a large Markov model, and one demonstrating the computation of cumulative measures for an acyclic Markov reward process.

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