0410334 20240103182206.820060210235959.9 3-540-67094-7 Berlin Springer 2000 6 s. 148-153InderfurthK.SchwödiauerG. cav_un_auth*0101196 Sladký Karel UTIA-B Department of Econometrics Ústav teorie informace a automatizace AV ČR, v. v. i. 12B GA402/98/0742 GA ČR cav_un_auth*0009149 GA402/99/1136 GA ČR cav_un_auth*0009183 AV0Z1075907 Basic perturbation formulas for finite discrete-time Markov chains are reviewed and extended to finite state semi-Markov processes. Furthermore, it is shown how the obtained formulas read for continuous-time Markov chains (special case of semi-Markov processes). Finally, it is indicated how to extend formulas for perturbations under infinitesimal changes to the strong ergodic denumerable processes. cav_un_auth*0212644 Symposium on Operations Research (SOR '99) Magdeburg DE 01.09.1999-03.09.1999 BB E http://hdl.handle.net/11104/0130424 UTIA-B 20000050 2000 2000 Berlin Springer 3-540-67094-7 Operations Research. Proceedings 1999 148 153 Inderfurth K. 340 Schwödiauer G. 340