Approximate steady-state analysis of large Markov models based on the structure of their decision diagram encoding

  • Authors:
  • Min Wan;Gianfranco Ciardo;Andrew S. Miner

  • Affiliations:
  • Departmentof Computer Science and Engineering, University of California, Riverside, United States;Departmentof Computer Science and Engineering, University of California, Riverside, United States;Departmentof Computer Science, Iowa State University, United States

  • Venue:
  • Performance Evaluation
  • Year:
  • 2011

Quantified Score

Hi-index 0.00

Visualization

Abstract

We propose a new approximate numerical algorithm for the steady-state solution of general structured ergodic Markov models. The approximation uses a state-space encoding based on multiway decision diagrams and a transition rate encoding based on a new class of edge-valued decision diagrams. The new method retains the favorable properties of a previously proposed Kronecker-based approximation, while eliminating the need for a Kronecker-consistent model decomposition. Removing this restriction allows for a greater utilization of event locality, which facilitates the generation of both the state-space and the transition rate matrix, thus extends the applicability of this algorithm to larger and more complex models.