| dc.contributor.author | Castel-Taleb, Hind | |
| dc.contributor.author | Mokdad, Lynda | |
| dc.contributor.author | Pekergin, Nihal | |
| dc.date.accessioned | 2010-11-29T15:43:42Z | |
| dc.date.available | 2010-11-29T15:43:42Z | |
| dc.date.issued | 2007 | |
| dc.identifier.uri | https://basepub.dauphine.fr/handle/123456789/5200 | |
| dc.language.iso | en | en |
| dc.subject | Markov processes | en |
| dc.subject | Stochastic comparisons | en |
| dc.subject | Tandem queueing networks | en |
| dc.subject | loss probability bounds | en |
| dc.subject.ddc | 004 | en |
| dc.title | Aggregated bounding Markov processes applied to the analysis of tandem queues | en |
| dc.type | Communication / Conférence | |
| dc.description.abstracten | Performance evaluation of telecommunication and computer
systems is essential but a complex issue in general. Quantitative analysis of systems represented by multidimensional
Markov processes models is very difficult and may be intractable if there is no specific solution form. In this study,
we propose an algorithm in order to derive aggregated Markov
processes providing upper and lower bounds on performance
measures. We prove using stochastic comparisons that these
aggregated Markov processes give bounds on performance
measures defined as increasing reward functions on the transient and stationary distributions. The stochastic comparison has been largely applied in performance evaluation however the state space is generally assumed to be totally ordered which induces less accurate bounds for multidimensional Markov processes.
Our proposed algorithm assumes only a preorder on the
state space, and is applied to the analysis of an open tandem queueing network with rejection in order to derive loss
probability bounds. Numerical results are computed from
two parametric aggregation schemes : a fine and a coarse
in order to show the improvement of the accuracy of the
bound with respect to the state space size. We propose an
attractive solution to the performance study : given a performance measure threshold, we study if it is guaranteed or not
by studying less complex aggregated bounding processes. | en |
| dc.identifier.citationpages | 10 | en |
| dc.description.sponsorshipprivate | oui | en |
| dc.subject.ddclabel | Informatique générale | en |
| dc.relation.conftitle | 2nd International Conference on Performance Evaluation Methodologies and Tools, VALUETOOLS 2007 | en |
| dc.relation.confdate | 2007-10 | |
| dc.relation.confcity | Nantes | en |
| dc.relation.confcountry | France | en |
