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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, dans 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

Voir/Ouvrir
Type
Communication / Conférence
Date
1999
Titre du colloque
3rd International Workshop on the Numerical Solution of Markov Chains (NSMC'99)
Date du colloque
1999-09
Ville du colloque
Saragosse
Pays du colloque
Espagne
Titre de l'ouvrage
Numerical Solution of Markov Chains (NSMC’99). 3rd. International Workshop. Zaragoza, Spain, September 1999. Proceedings
Auteurs de l’ouvrage
Silva Suarez, Manuel; Plateau, Brigitte; Stewart, William J.
Éditeur
Prensas Universitarias de Zaragoza
Ville d’édition
Zaragoza
Isbn
8477335125
Nombre de pages
344
Pages
208-227
Métadonnées
Afficher la notice complète
Auteur(s)
Donatelli, Susanna
Haddad, Serge
Moreaux, Patrice
Résumé (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.
Mots-clés
Partition; Markov Chains