Cart (Loading....) | Create Account
Close category search window
 

A Structured path-based approach for computing transient rewards of large CTMCs

Sign In

Cookies must be enabled to login.After enabling cookies , please use refresh or reload or ctrl+f5 on the browser for the login options.

Formats Non-Member Member
$31 $13
Learn how you can qualify for the best price for this item!
Become an IEEE Member or Subscribe to
IEEE Xplore for exclusive pricing!
close button

puzzle piece

IEEE membership options for an individual and IEEE Xplore subscriptions for an organization offer the most affordable access to essential journal articles, conference papers, standards, eBooks, and eLearning courses.

Learn more about:

IEEE membership

IEEE Xplore subscriptions

3 Author(s)
Lam, V.V. ; Dept. of Electr. & Comput. Eng., Illinois Univ., Urbana, IL, USA ; Buchholz, P. ; Sanders, W.H.

Structured (a.k.a. symbolic) representation techniques of Markov models have, to a large extent, been used effectively for representing very large transition matrices and their associated state spaces. However, their success means that the largest space requirement encountered when analyzing these models is often the representation of their iteration and solution vectors. In this paper, we present a new approach for computing bounds on solutions of transient measures in large continuous-time Markov chains (CTMCs). The approach extends existing path- and uniformization-based methods by identifying sets of paths that are equivalent with respect to a reward measure and related to one another via a simple structural relationship. This relationship allows us to explore multiple paths at the same time, thus significantly increasing the number of paths that can be explored in a given amount of time. Furthermore, the use of a structured representation for the state space and the direct computation of the desired reward measure (without ever storing the solution vector) allow us to analyze very large models using a very small amount of storage. In addition to presenting the method itself we illustrate its use to compute the reliability and the availability of a large distributed information service system in which faults may propagate across subsystems.

Published in:

Quantitative Evaluation of Systems, 2004. QEST 2004. Proceedings. First International Conference on the

Date of Conference:

27-30 Sept. 2004

Need Help?


IEEE Advancing Technology for Humanity About IEEE Xplore | Contact | Help | Terms of Use | Nondiscrimination Policy | Site Map | Privacy & Opting Out of Cookies

A not-for-profit organization, IEEE is the world's largest professional association for the advancement of technology.
© Copyright 2014 IEEE - All rights reserved. Use of this web site signifies your agreement to the terms and conditions.