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Communication Dans Un Congrès Année : 2008

Stochastic Bounds for Partially generated Markov chains: an algebraic approach

Résumé

We propose several algorithms to obtain bounds based on Censored Markov Chains to analyze partially generated discrete time Markov chains. The main idea is to avoid the generation of a huge (or even infinite) state space and to truncate the state space during the visit. The approach is purely algebraic and provides element-wise and stochastic bounds for the CMC.

Dates et versions

hal-00953620 , version 1 (28-02-2014)

Identifiants

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Ana Bušić, Jean-Michel Fourneau. Stochastic Bounds for Partially generated Markov chains: an algebraic approach. Fith European Performance Engineering Workshop, EPEW 2008, Proceedings, 2008, Palma de Mallorca, Spain. pp.227-241, ⟨10.1007/978-3-540-87412-6_17⟩. ⟨hal-00953620⟩
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