CUT: Combining stochastic ordering and censoring to bound steady-state rewards and first passage time

Authors:
Jean-Michel Fourneau;Nihal Pekergin;Sana Younes
Affiliations:
INRIA project MESCAL, France/ Universite Versailles St Quentin, France;Universite Paris 1, France/ Universite Versailles St Quentin, France;Universite Versailles St Quentin, France
Venue:
QEST '07 Proceedings of the Fourth International Conference on Quantitative Evaluation of Systems
Year:
2007

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Abstract

We have designed a tool to partition a Markov Chain and have used the censoring technique and strong stochastic comparison to obtain bounds on rewards and the first passage time. We present the main ideas of the method, the algorithms, the tool and some numerical results.