Towards a polynomial-time randomized algorithm for closed product-form networks

Authors:
Wu-Lin Chen;Colm Art O'Cinneide
Affiliations:
Purdue Univ., West Lafayette, IN;Purdue Univ., West Lafayette, IN
Venue:
ACM Transactions on Modeling and Computer Simulation (TOMACS)
Year:
1998

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Abstract

We present a Markov chain Monte Carlo method for class throughputs in closed multiclass product-form networks. The method is as follows. For a given network, we construct a “regularized” network with a highly simplified structure that has the same steady-state distribution. We then simulate the regularized network. The method has performed reasonably well across a broad range of problems. We give a heuristic explanation of this and prove that the regularized network “mixes in polynomial time” in some special cases.