Abstract (EN)

In this work, we address the problem of transient and steady-state analysis of a stochastic discrete event system which includes non Markovian distributions with a finite support. Rather than computing an approximate distribution of the model (as done in the previous methods), we develop an exact analysis of an approximate model. The design of this method leads to a uniform handling for the computation of the transient and steady- state behaviour of the model. We have evaluated our method on a standard benchmark (the queuing model M/D/S/K). Our results demonstrate that: in most of the cases the solution of the approximate model converges quickly to the solution of the exact model, in the difficult cases (e.g. an heavy load on the queue) our method is more robust than the previous ones.