The aim of this work is to obtain explicit conditions (i.e., conditions on the transition rates) for the stochastic comparison of Markov Processes. A general coupling technique is ...
Abstract. In this paper we consider two performance modelling techniques from the perspectives of model construction, generation of an underlying continuous time Markov process, an...
We present a technique for computing approximately optimal solutions to stochastic resource allocation problems modeled as Markov decision processes (MDPs). We exploit two key pro...
Nicolas Meuleau, Milos Hauskrecht, Kee-Eung Kim, L...
The problem of optimal policy formulation for teams of resource-limited agents in stochastic environments is composed of two strongly-coupled subproblems: a resource allocation pr...
We propose new techniques to simplify the computation of the cycle times and the absorption times for a large class of PEPA models. These techniques allow us to simplify the model ...