DocumentCode
3351957
Title
Fixed point iteration using stochastic reward nets
Author
Mainkar, Varsha ; Trivedi, Kishor S.
Author_Institution
AT&T Bell Labs., Holmdel, NJ, USA
fYear
1995
fDate
3-6 Oct 1995
Firstpage
21
Lastpage
30
Abstract
Stochastic Petri net models of large systems that are solved by generating the underlying Markov chain pose the problem of largeness of the state-space. Hierarchical and iterative models of systems have been used extensively to solve this problem. A problem with models which use fixed point iteration is the theoretical proof of existence, uniqueness, and convergence of the fixed point equations, which still remains an “art”. We establish conditions, in terms of the net structure and the characteristics of the iterated variables, under which existence of a solution is guaranteed when fixed point iteration is used in stochastic Petri nets
Keywords
Markov processes; Petri nets; iterative methods; state-space methods; stochastic systems; Markov chain; convergence; existence; fixed point equations; fixed point iteration; hierarchical models; iterated variables; iterative models; large systems; net structure; state-space; stochastic Petri net models; stochastic reward nets; theoretical proof; uniqueness; Bars; Bipartite graph; Delay effects; Equations; Fires; Guidelines; Inhibitors; Petri nets; Stochastic processes; Sufficient conditions;
fLanguage
English
Publisher
ieee
Conference_Titel
Petri Nets and Performance Models, 1995., Proceedings of the Sixth International Workshop on
Conference_Location
Durham, NC
ISSN
1063-6714
Print_ISBN
0-8186-7210-2
Type
conf
DOI
10.1109/PNPM.1995.524312
Filename
524312
Link To Document