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In this chapter, we present sensitivity analysis for performance measures of an irreducible perturbed Markov chain which is either discretetime or continuous-time. By using the UL- and LU-types of RG-factorizations, we can express the nth derivatives of the performance measures, including the stationary, transient and discounted cases. Furthermore, we apply the sensitivity analysis to study symmetric...
In this paper, we present an algorithmic approach for sensitivity analysis of stationary and transient performance measures of a perturbed continuous-time level-dependent quasi-birth-and-death (QBD) process with infinitely-many levels. By developing a new LU-type RG-factorization using the censoring technique, we obtain the maximal negative inverse of the infinitesimal generator of the QBD process...
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