Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
468328 | Computers & Mathematics with Applications | 2012 | 17 Pages |
Abstract
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 (Marin and Vigliotti (2010)Â [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.
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Physical Sciences and Engineering
Computer Science
Computer Science (General)
Authors
Andrea Marin, Maria Grazia Vigliotti,