ANALYTIC SOLUTION OF STOCHASTIC ACTIVITY NETWORKS WITH EXPONENTIAL AND DETERMINISTIC ACTIVITIES by Bhavan
نویسندگان
چکیده
Stochastic activity networks, which contain only exponentially distributed timed activities, behave as a Markov process, and can hence be solved using known techniques. When deterministically distributed activities are considered together with exponentially distributed activities, solution becomes di cult due to the non-memoryless property of deterministically distributed activity time. Such systems can be solved for their steady state behavior by employing a transient analysis during the activity time of deterministic activities and applying a correction based upon the fraction of time spent in di erent states during the activity times of deterministic activities. In this thesis, a method to solve stochastic activity networks with deterministic activities concurrently and/or competitively enabled with exponential activities is implemented as a part of a larger software package known as UltraSAN. In addition, a switch, called the \Low Loss Or Low Delay Switch," for an ATM based network is modeled and cell loss probabilities and average cell delays in the switch are obtained for di erent types of bursty tra c.
منابع مشابه
Effects of Probability Function on the Performance of Stochastic Programming
Stochastic programming is a valuable optimization tool where used when some or all of the design parameters of an optimization problem are defined by stochastic variables rather than by deterministic quantities. Depending on the nature of equations involved in the problem, a stochastic optimization problem is called a stochastic linear or nonlinear programming problem. In this paper,a stochasti...
متن کاملMean field for performance models with deterministic delays and interrupts
The mean-field limit of stochastic models with exponential and deterministic delays has been proved for the case when the deterministic delays cannot be interrupted by an exponential one. In this paper we extend the mean-field limit for the class of stochastic models with exponential and deterministic delays where the activities with exponential delays can interrupt the ones with deterministic ...
متن کاملNumerical Analysis of Generalized Semi-Markov Processes
This paper present methodological results that allow the cost-effective numerical analysis of finite-state generalized semi-Markov processes (GSMPs) with exponential and deterministic events by an embedded general state space Markov chain (GSSMC). Key contributions constitute the formal proof that elements of the transition kernel of the GSSMC can always be computed by appropriate summation of ...
متن کاملGeometric 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 ...
متن کاملInfinite horizon backward stochastic differential equation and exponential convergence index assignment of stochastic control systems
This paper studies exponential convergence index assignment of stochastic control systems from the viewpoint of backward stochastic di'erential equation. Like deterministic control systems, it is shown that the exact controllability of an open-loop stochastic system is equivalent to the possibility of assigning an arbitrary exponential convergence index to the solution of the closed-loop stocha...
متن کامل