From differential to difference importance measures for Markov reliability models

Phuc Do Van, Anne Barros and Christophe Bérenguer

European Journal of Operational Research, 2010, vol. 204, issue 3, 513-521

Abstract: This paper presents the development of the differential importance measures (DIM), proposed recently for the use in risk-informed decision-making, in the context of Markov reliability models. The proposed DIM are essentially based on directional derivatives. They can be used to quantify the relative contribution of a component (or a group of components, a state or a group of states) of the system on the total variation of system performance provoked by the changes in system parameters values. The estimation of DIM at steady state using only a single sample path of a Markov process is also investigated. A numerical example of a dynamic system is finally introduced to illustrate the use of DIM, as well as the advantages of proposed evaluation approaches.

Keywords: Reliability; Sensitivity; analysis; Differential; importance; measures; Markov; process (search for similar items in EconPapers)
Date: 2010
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Citations: View citations in EconPapers (13)

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Persistent link: https://EconPapers.repec.org/RePEc:eee:ejores:v:204:y:2010:i:3:p:513-521

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