Evaluation numérique de la fiabilité des systèmes semi-markoviens

We present methods for the practical computation of performances of a finite state space semi-Markov system. Specially, we present reliability indicators. The resolution method that we propose is based on Markov renewal function. This method doesn't require transition functions to be absolutely continuous. It is compared with the method of stages obtained by approximating the transition distributions between states of the semi-Markov process with phase type distributions.