کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
10347305 699181 2005 26 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Efficient implementations of the randomization method with control of the relative error
موضوعات مرتبط
مهندسی و علوم پایه مهندسی کامپیوتر علوم کامپیوتر (عمومی)
پیش نمایش صفحه اول مقاله
Efficient implementations of the randomization method with control of the relative error
چکیده انگلیسی
Randomization is a well-known numerical method for the transient analysis of continuous-time Markov chains. The main advantages of the method are numerical stability, well-controlled computation error and ability to specify the computation error in advance. Typical implementations of the method control the truncation error in absolute value, which is not completely satisfactory in some cases. Based on a theoretical result regarding the dependence on the parameter of the Poisson distribution of the relative error introduced when a weighted sum of Poisson probabilities is truncated by the right, in this paper we develop efficient and numerically stable implementations of the randomization method for the computation of two measures on rewarded continuous-time Markov chains with control of the relative error. The numerical stability of those implementations is analyzed using a small example. We also discuss the computational efficiency of the implementations with respect to simpler alternatives.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Computers & Operations Research - Volume 32, Issue 5, May 2005, Pages 1089-1114
نویسندگان
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