{"title":"随机Petri网络中的Cox和相型分布:一种有效的求解方法","authors":"S. Haddad, Patrice Moreaux, Giovanni Chiola","doi":"10.1051/RO/1998320302891","DOIUrl":null,"url":null,"abstract":"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.","PeriodicalId":54509,"journal":{"name":"Rairo-Operations Research","volume":"80 4 1","pages":"289-323"},"PeriodicalIF":1.8000,"publicationDate":"1998-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"1","resultStr":"{\"title\":\"Distributions de Cox et Phase-type dans les réseaux de Petri stochastiques : une méthode efficace de résolution\",\"authors\":\"S. Haddad, Patrice Moreaux, Giovanni Chiola\",\"doi\":\"10.1051/RO/1998320302891\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"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.\",\"PeriodicalId\":54509,\"journal\":{\"name\":\"Rairo-Operations Research\",\"volume\":\"80 4 1\",\"pages\":\"289-323\"},\"PeriodicalIF\":1.8000,\"publicationDate\":\"1998-01-01\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"1\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Rairo-Operations Research\",\"FirstCategoryId\":\"91\",\"ListUrlMain\":\"https://doi.org/10.1051/RO/1998320302891\",\"RegionNum\":4,\"RegionCategory\":\"管理学\",\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"Q3\",\"JCRName\":\"OPERATIONS RESEARCH & MANAGEMENT SCIENCE\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Rairo-Operations Research","FirstCategoryId":"91","ListUrlMain":"https://doi.org/10.1051/RO/1998320302891","RegionNum":4,"RegionCategory":"管理学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q3","JCRName":"OPERATIONS RESEARCH & MANAGEMENT SCIENCE","Score":null,"Total":0}
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.
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.