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

Phuc Do Van, Anne Barros and Bérenguer, Christophe

Reliability Engineering and System Safety, 2008, vol. 93, issue 11, 1605-1615

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.

Keywords: Perturbation analysis; Sensitivity analysis; Importance measure; Markov process; Dynamic system (search for similar items in EconPapers)
Date: 2008
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Citations: View citations in EconPapers (15)

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Persistent link: https://EconPapers.repec.org/RePEc:eee:reensy:v:93:y:2008:i:11:p:1605-1615

DOI: 10.1016/j.ress.2008.02.020

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