• 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