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JAMDS
2000
61views more  JAMDS 2000»
13 years 4 months ago
A coupling technique for stochastic comparison of functions of Markov Processes
The aim of this work is to obtain explicit conditions (i.e., conditions on the transition rates) for the stochastic comparison of Markov Processes. A general coupling technique is ...
M. Doisy
FAC
2007
122views more  FAC 2007»
13 years 4 months ago
Formal techniques for performance analysis: blending SAN and PEPA
Abstract. In this paper we consider two performance modelling techniques from the perspectives of model construction, generation of an underlying continuous time Markov process, an...
Jane Hillston, Leïla Kloul
AAAI
1998
13 years 6 months ago
Solving Very Large Weakly Coupled Markov Decision Processes
We present a technique for computing approximately optimal solutions to stochastic resource allocation problems modeled as Markov decision processes (MDPs). We exploit two key pro...
Nicolas Meuleau, Milos Hauskrecht, Kee-Eung Kim, L...
AIPS
2004
13 years 6 months ago
Optimal Resource Allocation and Policy Formulation in Loosely-Coupled Markov Decision Processes
The problem of optimal policy formulation for teams of resource-limited agents in stochastic environments is composed of two strongly-coupled subproblems: a resource allocation pr...
Dmitri A. Dolgov, Edmund H. Durfee
EPEW
2006
Springer
13 years 8 months ago
A Precedence PEPA Model for Performance and Reliability Analysis
We propose new techniques to simplify the computation of the cycle times and the absorption times for a large class of PEPA models. These techniques allow us to simplify the model ...
Jean-Michel Fourneau, Leïla Kloul