Matrix-geometric solutions in stochastic models

Matrix-geometric solutions in stochastic models - an algorithmic approach

Geometric Programming with Stochastic Parameter

Geometric programming is efficient tool for solving a variety of nonlinear optimizationproblems. Geometric programming is generalized for solving engineering design. However,Now Geometric programming is powerful tool for optimization problems where decisionvariables have exponential form.The geometric programming method has been applied with known parameters. However,the observed values of the ...

Matrix-Geometric Solution of In nite Stochastic Petri Nets

In this paper we characterize a class of stochastic Petri nets that can be solved using matrix geometric techniques. Advantages of such an approach are that very eecient mathematical technique become available for practical usage, as well as that the problem of large state spaces can be circumvented. We rst characterize the class of stochastic Petri nets of interest by formally deening a number...

spn2mgm: Tool Support for Matrix-Geometric Stochastic Petri Nets

In this paper we present the tool spn2mgm that can be used to construct and solve stochastic Petri nets using matrix-geometric techniques. The tool automatically recognizes the \matrix-geometric structure" of the Markov chain underlying the stochastic Petri net, and solves the Markov chain with these well-known and ef-cient techniques. We informally characterize the class of stochastic Petri ne...

Matrix-Geometric Solution of Infinite Stochastic Petri Nets

I n this paper we characterize a class of stochastic Petri nets that can be solved using matrix geometric techniques. Advantages of such a n approach are that very efficient mathematical technique become available for practical usage, as well as that the problem of large state spaces can be circumvented. W e first characterize the class of stochastic Petri nets of interest by formally defining ...