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Bounds for rewards of systems with client/server interaction

Donatelli, Susanna; Haddad, Serge; Moreaux, Patrice (1999), Bounds for rewards of systems with client/server interaction, in Silva Suarez, Manuel; Plateau, Brigitte; Stewart, William J., Numerical Solution of Markov Chains (NSMC’99). 3rd. International Workshop. Zaragoza, Spain, September 1999. Proceedings, Prensas Universitarias de Zaragoza : Zaragoza, p. 208-227

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Type
Communication / Conférence
Date
1999
Conference title
3rd International Workshop on the Numerical Solution of Markov Chains (NSMC'99)
Conference date
1999-09
Conference city
Saragosse
Conference country
Espagne
Book title
Numerical Solution of Markov Chains (NSMC’99). 3rd. International Workshop. Zaragoza, Spain, September 1999. Proceedings
Book author
Silva Suarez, Manuel; Plateau, Brigitte; Stewart, William J.
Publisher
Prensas Universitarias de Zaragoza
Published in
Zaragoza
ISBN
8477335125
Number of pages
344
Pages
208-227
Metadata
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Author(s)
Donatelli, Susanna
Haddad, Serge
Moreaux, Patrice
Abstract (EN)
This paper presents a new method to compute bounds of performance parameters of Markov chains exhibiting a partition of the state space with some family of subsets visited in a sequential order. We use this structure to compute bounds of steady state reward rates on these subsets without computing the global steady state probabilities of the whole chain. The method presented is based on a combination of an aggregation procedure on the subsets and a strong stochastic ordering on the resulting aggregated space.
Subjects / Keywords
Partition; Markov Chains