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An Algorithmic Approach to Stochastic Bounds

  • J. M. Fourneau
  • N. Pekergin
Conference paper
Part of the Lecture Notes in Computer Science book series (LNCS, volume 2459)

Abstract

We present a new methodology based on the stochastic ordering, algorithmic derivation of simpler Markov chains and numerical analysis of these chains. The performance indices defined by reward functions are stochastically bounded by reward functions computed on much simpler or smaller Markov chains. This leads to an important reduction on numerical complexity. Stochastic bounds are a promising method to analyze QoS requirements. Indeed it is sufficient to prove that a bound of the real performance satisfies the guarantee.

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Copyright information

© Springer-Verlag Berlin Heidelberg 2002

Authors and Affiliations

  • J. M. Fourneau
    • 1
  • N. Pekergin
    • 1
  1. 1.PRiSMUniversité de Versailles Saint-Quentin en YvelinesVersaillesFrance

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