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| Author: | Shih, F-R. Mazumdar, M. Bloom, J. A. |
| Title: | Asymptotic mean and variance of electric power generation system production costs via recursive computation of the fundamental matrix of a Markov chain |
| Journal: | Operations Research
1999 : SEP-OCT, VOL. 47:5, p. 703-712 |
| Index terms: | Operational research Markov chains Electricity Computers Electronic data processing Matrix analysis Monte Carlo technique |
| Language: | eng |
| Abstract: | Based upon a Markov model, the authors present a recursive scheme for estimating the asymptotic mean and variance of the production cost. The recursion relations given here preclude the need for such matrix inversion and provide approximate estimates that compare very favorably with a realistic Monte Carlo simulation. |
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