Markov chains are a commonly used mathematical model to describe the quantitative behavior of discrete event systems. In this talk a decompositional iterative method for the steady-state analysis of Kronecker structured Markov chains will be presented. The Markovian system, which is formed by a composition of subsystems using the Kronecker sum operator for local transitions and the Kronecker product operator for synchronized transitions, is assumed to have irreducible subsystem matrices associated with local transitions. Even though the interactions among subsystems, which are captured by synchronizing transitions, need not be weak, numerical experiments indicate that the solver benefits considerably from weak interactions among subsystems.

DATE: 12 November, 2007, Monday@ 16:50
PLACE: EA 409