Bounds for rewards of systems with client/server interaction
Donatelli, Susanna; Haddad, Serge; Moreaux, Patrice (1999), Bounds for rewards of systems with client/server interaction, in Silva Suarez, Manuel; Plateau, Brigitte; Stewart, William J., Numerical Solution of Markov Chains (NSMC’99). 3rd. International Workshop. Zaragoza, Spain, September 1999. Proceedings, Prensas Universitarias de Zaragoza : Zaragoza, p. 208-227
TypeCommunication / Conférence
Conference title3rd International Workshop on the Numerical Solution of Markov Chains (NSMC'99)
Book titleNumerical Solution of Markov Chains (NSMC’99). 3rd. International Workshop. Zaragoza, Spain, September 1999. Proceedings
Book authorSilva Suarez, Manuel; Plateau, Brigitte; Stewart, William J.
Number of pages344
MetadataShow full item record
Abstract (EN)This paper presents a new method to compute bounds of performance parameters of Markov chains exhibiting a partition of the state space with some family of subsets visited in a sequential order. We use this structure to compute bounds of steady state reward rates on these subsets without computing the global steady state probabilities of the whole chain. The method presented is based on a combination of an aggregation procedure on the subsets and a strong stochastic ordering on the resulting aggregated space.
Subjects / KeywordsPartition; Markov Chains
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