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Conference Papers Year : 2008

Stochastic Bounds for Partially generated Markov chains: an algebraic approach

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Abstract

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 and versions

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

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Cite

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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