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
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;
Conference_Titel :
Quantitative Evaluation of Systems, 2007. QEST 2007. Fourth International Conference on the
Conference_Location :
Edinburgh
Print_ISBN :
978-0-7695-2883-0
DOI :
10.1109/QEST.2007.35
