Lumpable continuous-time stochastic automata networks

Date
2003-07-16
Authors
Gusak, O.
Dayar, T.
Fourneau, J. M.
Advisor
Instructor
Source Title
European Journal of Operational Research
Print ISSN
0377-2217
1872-6860
Electronic ISSN
Publisher
Elsevier
Volume
148
Issue
2
Pages
436 - 451
Language
English
Type
Article
Journal Title
Journal ISSN
Volume Title
Abstract

The generator matrix of a continuous-time stochastic automata network (SAN) is a sum of tensor products of smaller matrices, which may have entries that are functions of the global state space. This paper specifies easy to check conditions for a class of ordinarily lumpable partitionings of the generator of a continuous-time SAN in which aggregation is performed automaton by automaton. When there exists a lumpable partitioning induced by the tensor representation of the generator, it is shown that an efficient aggregation-iterative disaggregation algorithm may be employed to compute the steady-state distribution. The results of experiments with two SAN models show that the proposed algorithm performs better than the highly competitive block Gauss-Seidel in terms of both the number of iterations and the time to converge to the solution. © 2002 Elsevier Science B.V. All rights reserved.

Course
Other identifiers
Book Title
Keywords
Markov Processes, Stochastic Automata Networks, Ordinary Lumpability, Aggregation With Iterative Disaggregation
Citation
Published Version (Please cite this version)