Algorithmic product-form approximations of interacting stochastic models

作者：Marin Andrea; Vigliotti Maria Grazia^*

来源：Computers & Mathematics with Applications, 2012, 64(12): 3852-3868.

DOI：10.1016/j.camwa.2012.03.034

• Product-form solutions
• Stochastic models
• Approximations

A large variety of product-form solutions for continuous-time Markovian models can be derived by checking a set of structural properties of the underlying stochastic processes and a condition on their reversed rates. In previous work (Mann and Vigliotti (2010) [9]) we have shown how to derive a large class of product-form solutions using a different formulation of the Reversed Compound Agent Theorem (GRCAT). We continue this line of work by showing that it is possible to exploit this result to approximate the steady-state distribution of non-product-form model interactions by means of product-form ones.

• 出版日期2012-12