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Fourth International Conference on the Quantitative Evaluation of Systems (QEST 2007)
Edinburgh, Scotland, UK
September 17-September 19
ISBN: 0-7695-2883-X
Jean-Michel Fourneau, INRIA project MESCAL, France; Universite Versailles St Quentin, France
Nihal Pekergin, Universite Paris 1, France; Universite Versailles St Quentin, France
Sana Younes, Universite Versailles St Quentin, France
We have designed a tool to partition a Markov Chain and have used the censoring technique and strong stochastic comparison to obtain bounds on rewards and the first passage time. We present the main ideas of the method, the algorithms, the tool and some numerical results.
Citation:
Jean-Michel Fourneau, Nihal Pekergin, Sana Younes, "CUT : Combining stochastic ordering and censoring to bound steady-state rewards and first passage time," qest, pp.211-212, Fourth International Conference on the Quantitative Evaluation of Systems (QEST 2007), 2007
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