Title
Reliability importance analysis of Markovian systems at steady state using perturbation analysis
Abstract
Sensitivity analysis has been primarily defined for static systems, i.e. systems described by combinatorial reliability models (fault or event trees). Several structural and probabilistic measures have been proposed to assess the components importance. For dynamic systems including inter-component and functional dependencies (cold spare, shared load, shared resources, etc.), and described by Markov models or, more generally, by discrete events dynamic systems models, the problem of sensitivity analysis remains widely open. In this paper, the perturbation method is used to estimate an importance factor, called multi-directional sensitivity measure, in the framework of Markovian systems. Some numerical examples are introduced to show why this method offers a promising tool for steady-state sensitivity analysis of Markov processes in reliability studies.
Year
DOI
Venue
2008
10.1016/j.ress.2008.02.020
Reliability Engineering & System Safety
Keywords
DocType
Volume
Perturbation analysis,Sensitivity analysis,Importance measure,Markov process,Dynamic system
Journal
93
Issue
ISSN
Citations 
11
0951-8320
15
PageRank 
References 
Authors
0.76
11
3
Name
Order
Citations
PageRank
Phuc Do Van11025.63
Anne Barros224318.42
Christophe Bérenguer326219.23