메뉴 건너뛰기




Volumn 93, Issue 11, 2008, Pages 1605-1615

Reliability importance analysis of Markovian systems at steady state using perturbation analysis

Author keywords

Dynamic system; Importance measure; Markov process; Perturbation analysis; Sensitivity analysis

Indexed keywords

DISCRETE EVENT SIMULATION; DYNAMICAL SYSTEMS; PERTURBATION TECHNIQUES; PROBABILITY; RELIABILITY ANALYSIS; SENSITIVITY ANALYSIS;

EID: 44349101059     PISSN: 09518320     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.ress.2008.02.020     Document Type: Article
Times cited : (55)

References (26)
  • 1
    • 44349107243 scopus 로고    scopus 로고
    • Huseby AB. Importance measures for multicomponent binary systems. Technical Report Statistical Research Report No. 11-04, University of Oslo, Department of Mathematics, December 2004, ISSN 0806-3842.
    • Huseby AB. Importance measures for multicomponent binary systems. Technical Report Statistical Research Report No. 11-04, University of Oslo, Department of Mathematics, December 2004, ISSN 0806-3842.
  • 2
    • 50249137930 scopus 로고
    • Reliability: importance of components
    • Natvig B. Reliability: importance of components. Encycl Stat Sci 8 (1988)
    • (1988) Encycl Stat Sci , vol.8
    • Natvig, B.1
  • 3
    • 0035341763 scopus 로고    scopus 로고
    • Efficient algorithms to assess component and gate importance in fault tree analysis
    • Dutuit Y., and Rauzy A. Efficient algorithms to assess component and gate importance in fault tree analysis. Reliab Eng Syst Safety 72 (2001) 213-222
    • (2001) Reliab Eng Syst Safety , vol.72 , pp. 213-222
    • Dutuit, Y.1    Rauzy, A.2
  • 4
    • 0030409198 scopus 로고    scopus 로고
    • A single sample path-based performance sensitivity formula for Markov chains
    • Cao X.-R., Yuan X.M., and Qiu L. A single sample path-based performance sensitivity formula for Markov chains. IEEE Trans Autom Control 41 12 (1996) 1814-1817
    • (1996) IEEE Trans Autom Control , vol.41 , Issue.12 , pp. 1814-1817
    • Cao, X.-R.1    Yuan, X.M.2    Qiu, L.3
  • 5
    • 0030159511 scopus 로고    scopus 로고
    • Sensitivity analysis of stationary performance measures for Markov chains
    • Dai L. Sensitivity analysis of stationary performance measures for Markov chains. Math Comput Modelling 23 11-12 (1996) 143-160
    • (1996) Math Comput Modelling , vol.23 , Issue.11-12 , pp. 143-160
    • Dai, L.1
  • 6
    • 44349109743 scopus 로고    scopus 로고
    • Rausand M, Hoyland H. System reliability theory-models, statistical methods and application. Wiley series in probability and statistics, 2nd edition, Wiley Interscience, New York; Wiley; 2004.
    • Rausand M, Hoyland H. System reliability theory-models, statistical methods and application. Wiley series in probability and statistics, 2nd edition, Wiley Interscience, New York; Wiley; 2004.
  • 7
    • 0042674276 scopus 로고    scopus 로고
    • Approximate sensitivity analysis for acyclic Markov reliability models
    • Ou Y., and Bechta-Dugan J. Approximate sensitivity analysis for acyclic Markov reliability models. IEEE Trans Reliab 52 2 (2003) 220-231
    • (2003) IEEE Trans Reliab , vol.52 , Issue.2 , pp. 220-231
    • Ou, Y.1    Bechta-Dugan, J.2
  • 9
    • 0031258478 scopus 로고    scopus 로고
    • Pertubation realization, potentials, and sensitivity analysis of markov processes
    • Cao X.-R., and Chen H.-F. Pertubation realization, potentials, and sensitivity analysis of markov processes. IEEE Trans Autom Control 42 10 (1997) 1382-1393
    • (1997) IEEE Trans Autom Control , vol.42 , Issue.10 , pp. 1382-1393
    • Cao, X.-R.1    Chen, H.-F.2
  • 10
    • 0035341687 scopus 로고    scopus 로고
    • A new importance measure for risk-informed decision making
    • Borgonovo E., and Apostolakis G.E. A new importance measure for risk-informed decision making. Reliab Eng Syst Safety 72 2 (2001) 193-212
    • (2001) Reliab Eng Syst Safety , vol.72 , Issue.2 , pp. 193-212
    • Borgonovo, E.1    Apostolakis, G.E.2
  • 11
    • 0037303174 scopus 로고    scopus 로고
    • Comparison of global sensitivity analysis techniques and importance measures in PSA
    • Borgonovo E., Apostolakis G.E., Tarantola S., and Saltelli A. Comparison of global sensitivity analysis techniques and importance measures in PSA. Reliab Eng Syst Safety 79 (2003) 175-185
    • (2003) Reliab Eng Syst Safety , vol.79 , pp. 175-185
    • Borgonovo, E.1    Apostolakis, G.E.2    Tarantola, S.3    Saltelli, A.4
  • 13
    • 0031168193 scopus 로고    scopus 로고
    • Rate of convergence for derivative estimation of discrete-time Markov chains via finite-difference approximation with common random numbers
    • Dai L. Rate of convergence for derivative estimation of discrete-time Markov chains via finite-difference approximation with common random numbers. SIAM J Appl Math 57 3 (1997) 731-751
    • (1997) SIAM J Appl Math , vol.57 , Issue.3 , pp. 731-751
    • Dai, L.1
  • 14
    • 0026839090 scopus 로고
    • Multivariate stochastic approximation using a simultaneous perturbation gradient approximation
    • Spall J.C. Multivariate stochastic approximation using a simultaneous perturbation gradient approximation. IEEE Trans Autom Control 37 4 (1992) 332-341
    • (1992) IEEE Trans Autom Control , vol.37 , Issue.4 , pp. 332-341
    • Spall, J.C.1
  • 15
    • 84976859194 scopus 로고
    • Likelihood ratio gradient estimation for stochastic systems
    • Glynn P.W. Likelihood ratio gradient estimation for stochastic systems. Commun ACM 33 (1990) 75-84
    • (1990) Commun ACM , vol.33 , pp. 75-84
    • Glynn, P.W.1
  • 16
    • 0742326320 scopus 로고
    • Derivative estimates from simulation of continuous-time Markov chains
    • Glasserman P. Derivative estimates from simulation of continuous-time Markov chains. Oper Res 40 2 (1992) 292-308
    • (1992) Oper Res , vol.40 , Issue.2 , pp. 292-308
    • Glasserman, P.1
  • 17
    • 0040085167 scopus 로고
    • Sampling derivatives of probabilities
    • Pflug G.C. Sampling derivatives of probabilities. Computing 42 (1989) 315-328
    • (1989) Computing , vol.42 , pp. 315-328
    • Pflug, G.C.1
  • 18
    • 0001456637 scopus 로고
    • On-line optimization of simulated Markovian processes
    • Pflug G.C. On-line optimization of simulated Markovian processes. Math Oper Res 15 (1990) 381-395
    • (1990) Math Oper Res , vol.15 , pp. 381-395
    • Pflug, G.C.1
  • 19
    • 0011780421 scopus 로고
    • Perturbation analysis of discrete event systems: concepts algorithms, and applications
    • Cao X.-R. Perturbation analysis of discrete event systems: concepts algorithms, and applications. Eur J Oper Res 91 (1995) 1-13
    • (1995) Eur J Oper Res , vol.91 , pp. 1-13
    • Cao, X.-R.1
  • 20
    • 0028444151 scopus 로고
    • Smoothed perturbation analysis derivative estimation for Markov chains
    • Fu M.C., and Hu J.Q. Smoothed perturbation analysis derivative estimation for Markov chains. Oper Res Lett 15 (1994) 241-251
    • (1994) Oper Res Lett , vol.15 , pp. 241-251
    • Fu, M.C.1    Hu, J.Q.2
  • 21
    • 0029344134 scopus 로고
    • Structural infinitesimal perturbation analysis for derivative estimation of discrete-event dynamic systems
    • Dai L., and Ho C.-Y. Structural infinitesimal perturbation analysis for derivative estimation of discrete-event dynamic systems. IEEE Trans Autom Control 40 7 (1995) 1154-1166
    • (1995) IEEE Trans Autom Control , vol.40 , Issue.7 , pp. 1154-1166
    • Dai, L.1    Ho, C.-Y.2
  • 22
    • 0029254553 scopus 로고
    • Sensitivity analysis for base-stock levels in multiechelon production-inventory systems
    • Glasserman S., and Tayur P. Sensitivity analysis for base-stock levels in multiechelon production-inventory systems. Manage Sci 41 2 (1995)
    • (1995) Manage Sci , vol.41 , Issue.2
    • Glasserman, S.1    Tayur, P.2
  • 23
    • 0032122986 scopus 로고    scopus 로고
    • Algorithms for sensitivity analysis of Markov systems through potential and perturbation realization
    • Cao X.-R., and Wan Y.-W. Algorithms for sensitivity analysis of Markov systems through potential and perturbation realization. IEEE Trans Autom Control 6 4 (1998) 482-494
    • (1998) IEEE Trans Autom Control , vol.6 , Issue.4 , pp. 482-494
    • Cao, X.-R.1    Wan, Y.-W.2
  • 24
    • 0032651619 scopus 로고    scopus 로고
    • Importance and sensitivity analysis of multi-state systems using the universal generating function method
    • Levitin G., and Lisnianski A. Importance and sensitivity analysis of multi-state systems using the universal generating function method. Reliab Eng Syst Safety 65 (1999) 271-281
    • (1999) Reliab Eng Syst Safety , vol.65 , pp. 271-281
    • Levitin, G.1    Lisnianski, A.2
  • 25
    • 0043190486 scopus 로고    scopus 로고
    • Importance measures of multi-state components in multi-state systems
    • Zio E., and Podofillini L. Importance measures of multi-state components in multi-state systems. Int J Reliab Quality Safety Eng 10 3 (2003) 289-310
    • (2003) Int J Reliab Quality Safety Eng , vol.10 , Issue.3 , pp. 289-310
    • Zio, E.1    Podofillini, L.2
  • 26
    • 56149117513 scopus 로고    scopus 로고
    • Do Van P, Khalouli S, Barros A, Berenguer C, Sensitivity & importance analysis of Markov models using perturbation analysis: applications in reliability. in: Guedes-Soares C, Zio E., editors., Safety and reliability for managing risk - Proceedings of ESREL 2006, 18-22, September 2006, Estoril, Portugal, London: Taylor & Francis, 2006, p. 1769-75.
    • Do Van P, Khalouli S, Barros A, Berenguer C, Sensitivity & importance analysis of Markov models using perturbation analysis: applications in reliability. in: Guedes-Soares C, Zio E., editors., Safety and reliability for managing risk - Proceedings of ESREL 2006, 18-22, September 2006, Estoril, Portugal, London: Taylor & Francis, 2006, p. 1769-75.


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.