• DocumentCode
    3464774
  • Title

    CUT : Combining stochastic ordering and censoring to bound steady-state rewards and first passage time

  • Author

    Fourneau, Jean-michel ; Pekergin, Nihal ; Younès, Sana

  • Author_Institution
    INRIA project MESCAL, Montbonnot
  • fYear
    2007
  • fDate
    17-19 Sept. 2007
  • Firstpage
    211
  • Lastpage
    212
  • Abstract
    We have designed a tool to partition a Markov Chain and have used the censoring technique and strong stochastic comparison to obtain bounds on rewards and the first passage time. We present the main ideas of the method, the algorithms, the tool and some numerical results.
  • Keywords
    Markov processes; mathematics computing; CUT; censoring technique; discrete time Markov chain; first passage time; steady-state rewards; stochastic ordering; Laboratories; Partitioning algorithms; Probability distribution; Software tools; State-space methods; Steady-state; Stochastic processes; Stochastic systems; Sufficient conditions; Upper bound;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    Quantitative Evaluation of Systems, 2007. QEST 2007. Fourth International Conference on the
  • Conference_Location
    Edinburgh
  • Print_ISBN
    978-0-7695-2883-0
  • Type

    conf

  • DOI
    10.1109/QEST.2007.35
  • Filename
    4338258
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=3464774