Algorithmic product-form approximations of interacting stochastic models

  • Authors:
  • Andrea Marin;Maria Grazia Vigliotti

  • Affiliations:
  • Universití Ca' Foscari Venezia, DAIS, via Torino 155, Venezia, Italy;Department of Computing, Imperial College London, South Kensington Campus, SW7 2BZ, UK

  • Venue:
  • Computers & Mathematics with Applications
  • Year:
  • 2012

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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) [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.