随机Petri网络中的Cox和相型分布:一种有效的求解方法

IF 1.8 4区 管理学 Q3 OPERATIONS RESEARCH & MANAGEMENT SCIENCE
S. Haddad, Patrice Moreaux, Giovanni Chiola
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引用次数: 1

摘要

研究了广义随机Petri网(GSPNs)中具有Coxian或相型分布发射时间的跃迁。这样的转换使得计算底层马尔可夫链稳态概率的空间和时间复杂度大大增加。我们提出了一种新的方法来限制这种现象,同时保持以前工作的完全随机语义。该方法基于对网络的结构分解。我们建立了这样的条件,在此条件下,这种分解导致链的生成器的张量表达式。利用张量表达式用迭代法求解链。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
Distributions de Cox et Phase-type dans les réseaux de Petri stochastiques : une méthode efficace de résolution
We study the introduction of transitions with Coxian or Phase-type distribution firing time in Generalized Stochastic Petri nets (GSPNs). Such transitions produce large increases of both space and time complexity for the computation of the steady state probabilities of the underlying Markov chain. We propose a new approach to limit this phenomenon while keeping full stochastic semantics of previous works. The method is based on a structural decomposition of the net. We establish conditions under which this decomposition leads to a tensor expression of the generator of the chain. The tensor expression is used to solve the chain with an iterative method.
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来源期刊
Rairo-Operations Research
Rairo-Operations Research 管理科学-运筹学与管理科学
CiteScore
3.60
自引率
22.20%
发文量
206
审稿时长
>12 weeks
期刊介绍: RAIRO-Operations Research is an international journal devoted to high-level pure and applied research on all aspects of operations research. All papers published in RAIRO-Operations Research are critically refereed according to international standards. Any paper will either be accepted (possibly with minor revisions) either submitted to another evaluation (after a major revision) or rejected. Every effort will be made by the Editorial Board to ensure a first answer concerning a submitted paper within three months, and a final decision in a period of time not exceeding six months.
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