NDLI: Calculating transient distributions of cumulative reward

Content Provider	ACM Digital Library
Author	Campos, Reinaldo Vallejos Gail, H. Richard de Souza e Silva, Edmundo
Abstract	Markov reward models have been employed to obtain performability measures of computer and communication systems. In these models, a continuous time Markov chain is used to represent changes in the system structure, usually caused by faults and repairs of its components, and reward rates are assigned to states of the model to indicate some measure of accomplishment at each structure. A procedure to calculate numerically the distribution of the reward accumulated over a finite observation period is presented. The development is based solely on probabilistic arguments, and the final recursion is quite simple. The algorithm has a low computational cost in terms of model parameters. In fact, the number of operations is linear in a parameter that is smaller than the number of rewards, while the storage required is independent of the number of rewards. We also consider the calculation of the distribution of cumulative reward for models in which impulse based rewards are associated with transitions.
Starting Page	231
Ending Page	240
Page Count	10
File Format	PDF
ISBN	0897916956
DOI	10.1145/223587.223612
Language	English
Publisher	Association for Computing Machinery (ACM)
Publisher Date	1995-05-01
Publisher Place	New York
Access Restriction	Subscribed
Content Type	Text
Resource Type	Article

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Calculating transient distributions of cumulative reward