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Approximate Analysis of Non-Markovian Stochastic Systems with Multiple Time Scale Delays

Haddad, Serge; Moreaux, Patrice (2004), Approximate Analysis of Non-Markovian Stochastic Systems with Multiple Time Scale Delays, The IEEE Computer Society's 12th Annual International Symposium on Modeling, Analysis, and Simulation of Computer and Telecommunications Systems (MASCOTS 2004), IEEE : Los Alamitos, p. 23-30

Type
Communication / Conférence
Date
2004
Titre du colloque
MASCOTS 2004 12th Int. Symp. on Modeling, Analysis, and Simulation of Computer and Telecom. Syst.
Date du colloque
2004-10
Ville du colloque
Volendam
Pays du colloque
Pays-Bas
Titre de l'ouvrage
The IEEE Computer Society's 12th Annual International Symposium on Modeling, Analysis, and Simulation of Computer and Telecommunications Systems (MASCOTS 2004)
Éditeur
IEEE
Ville d’édition
Los Alamitos
Isbn
0-7695-2251-3
Nombre de pages
614
Pages
23-30
Métadonnées
Afficher la notice complète
Auteur(s)
Haddad, Serge
Moreaux, Patrice
Résumé (EN)
We address the problem of transient and steady-state analysis of stochastic discrete event systems which include concurrent activities with multiple time scale finite support distributions (and consequently non Markovian). Rather than compute an approximate distribution of the model (as done in previous methods), we develop an exact analysis of an approximate model. The design of this method leads to a uniform handling for the computation of the transient and steady-state behaviour of the model. We extend a previous result restricted to one time scale in order to handle different time scales. Furthermore, we show that some useful classes of non ergodic systems can be analyzed in an exact way with this method. We have evaluated our algorithms on standard queuing model benchmarks. Our results demonstrate that, in most of the cases, the solution of the approximate model converges quickly to the solution of the exact model, and, in the difficult cases (e.g. an heavy load on the queue), our method is more robust than previous ones.
Mots-clés
telecommunications systems; steady-state analysis; transient analysis; multiple time scale delays; Markovian stochastic systems

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Affichage des éléments liés par titre et auteur.

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    Performance evaluation of non Markovian stochastic discrete event systems - A new approach 
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    Moreaux, Patrice; Haddad, Serge (2007) Article accepté pour publication ou publié
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    Structural characterization and qualitative properties of product form stochastic Petri nets 
    Haddad, Serge; Moreaux, Patrice; Sereno, Matteo; Silva, Manuel (2001) Communication / Conférence
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