Article ID Journal Published Year Pages File Type
714250 IFAC Proceedings Volumes 2012 6 Pages PDF
Abstract

We present an algorithmic technique based on stochastic ordering to obtain upper and lower bounding distributions for the results of some optimisation problems on discrete random variables which are hard to solve exactly due to the multiplicative increasing size of the distribution at each step. We illustrate the approach with the distribution of the completion time of a task graph.

Related Topics
Physical Sciences and Engineering Engineering Computational Mechanics