In this paper, a general method is described to determine uncertainty intervals for performance measures of Markov chains given an uncertainty region for the parameters of the Markov chains. We investigate the effects of uncertainties in the transition probabilities on the limiting...

Preface -- Chapter 1. Basic Notions and Definitions -- 1.1. Introduction -- 1.2. Basic Notions of Analysis and Linear Algebra -- 1.3. Basic Notions and Properties of Optimization Problems -- Chapter 2. Elements of Convex Analysis. Theorems of the Alternative for Linear Systems. Tangent Cones --...

Part 1: Lessons -- Chapter 1: Introduction -- Chapter 2: IBM ILOG CPLEX Optimization Studio—A primer -- Chapter 3: Setting up a model -- Chapter 4: Data structures and related OPL language elements -- Chapter 5: Introduction to IBM ILOG Script -- Chapter 6: Modeling with tuples -- Chapter 7:...