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Stochastic Bounds for Partially generated Markov chains: an algebraic approach

Ana Bušić 1 Jean-Michel Fourneau 1, 2
1 MESCAL - Middleware efficiently scalable
Inria Grenoble - Rhône-Alpes, LIG - Laboratoire d'Informatique de Grenoble
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.
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https://hal.inria.fr/hal-00953620
Contributor : Arnaud Legrand Connect in order to contact the contributor
Submitted on : Friday, February 28, 2014 - 2:11:42 PM
Last modification on : Thursday, October 21, 2021 - 3:47:43 AM

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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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