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dc.contributor.authorCarrasco, Juan A.
dc.contributor.authorCalderón, A
dc.contributor.authorEscribà, J
dc.contributor.otherUniversitat Politècnica de Catalunya. Departament d'Enginyeria Electrònica
dc.date.accessioned2013-08-01T10:38:01Z
dc.date.available2013-08-01T10:38:01Z
dc.date.created1996
dc.date.issued1996
dc.identifier.citationCarrasco, J.; Calderón, A.; Escribà, J. Two new algorithms to compute steady-state bounds for Markov models with slow forward and fast backward transitions. A: 4th IEEE Int. Workshop on Modeling, Analysis and Simulation of Computer and Telecommunication Systems. "Proc. 4th IEEE Int. Workshop on Modeling, Analysis and Simulation of Computer and Telecommunication Systems". 1996, p. 89-95.
dc.identifier.urihttp://hdl.handle.net/2117/20065
dc.description.abstractTwo new algorithms are proposed for the computation of bounds for the steady-state reward rate of irreducible finite Markov models with slow forward and fast backward transitions. The algorithms use detailed knowledge of the model in a subset of generated states G and partial information about the model in the non-generated portion U of the state space. U is assumed partitioned into subsets U_k,1\leq k\leq N with a “nearest neighbor” structure. The algorithms involve the solution of, respectively, |M| + 2 and 4 linear systems of size |G|, where M is the set of values of k corresponding to the subsets U_k through which the model can jump from G to U. Previously proposed algorithms for the same type of models required the solution of |S| linear systems of size |G| + N , where S is the subset of G through which the model can enter G from U, to achieve the same bounds as our algorithms, or gave less tighter bounds if state cloning techniques were used to reduce the number of solved linear systems. An availability model with system state dependent repair rates is used to illustrate the application and performance of the algorithms.
dc.format.extent7 p.
dc.language.isoeng
dc.rightsAttribution-NonCommercial-NoDerivs 3.0 Spain
dc.rights.urihttp://creativecommons.org/licenses/by-nc-nd/3.0/es/
dc.subjectÀrees temàtiques de la UPC::Matemàtiques i estadística::Estadística matemàtica
dc.subject.lcshMarkov processes
dc.titleTwo new algorithms to compute steady-state bounds for Markov models with slow forward and fast backward transitions
dc.typeConference report
dc.subject.lemacMarkov, Processos de
dc.contributor.groupUniversitat Politècnica de Catalunya. QINE - Disseny de Baix Consum, Test, Verificació i Circuits Integrats de Seguretat
dc.rights.accessOpen Access
drac.iddocument2441217
dc.description.versionPostprint (published version)
upcommons.citation.authorCarrasco, J.; Calderón, A.; Escribà, J.
upcommons.citation.contributor4th IEEE Int. Workshop on Modeling, Analysis and Simulation of Computer and Telecommunication Systems
upcommons.citation.publishedtrue
upcommons.citation.publicationNameProc. 4th IEEE Int. Workshop on Modeling, Analysis and Simulation of Computer and Telecommunication Systems
upcommons.citation.startingPage89
upcommons.citation.endingPage95


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