TY - GEN
T1 - A component-level path-based simulation approach for efficient analysis of large Markov models
AU - Lam, Vinh V.
AU - Buchholz, Peter
AU - Sanders, William H
PY - 2005
Y1 - 2005
N2 - Markov models are used in many industrial applications, but, for very large models, simulation is often currently the only viable evaluation technique. However, simulation techniques that are based on evaluating trajectories at the level of individual states and transitions can be inefficient because they have to keep track of many details. Moreover, since they use statistical methods, estimating solutions at higher confidence intervals requires the evaluation of an increasingly large number of trajectories which often leads to poor performance. On the other hand, analytical path-based techniques can be used for computing guaranteed bounds on the true solutions, but they can have poor performance because they must evaluate many paths to obtain reasonable bounds. In this paper, we present a path-based simulation approach for evaluating models at the component, rather than individual state/transition, level. At this level of abstraction, the approach can compute more accurate solutions than traditional discrete-event simulation techniques can in a given amount of time. In addition to presenting the approach, we compare its performance and effectiveness against a path-based analytic technique.
AB - Markov models are used in many industrial applications, but, for very large models, simulation is often currently the only viable evaluation technique. However, simulation techniques that are based on evaluating trajectories at the level of individual states and transitions can be inefficient because they have to keep track of many details. Moreover, since they use statistical methods, estimating solutions at higher confidence intervals requires the evaluation of an increasingly large number of trajectories which often leads to poor performance. On the other hand, analytical path-based techniques can be used for computing guaranteed bounds on the true solutions, but they can have poor performance because they must evaluate many paths to obtain reasonable bounds. In this paper, we present a path-based simulation approach for evaluating models at the component, rather than individual state/transition, level. At this level of abstraction, the approach can compute more accurate solutions than traditional discrete-event simulation techniques can in a given amount of time. In addition to presenting the approach, we compare its performance and effectiveness against a path-based analytic technique.
UR - http://www.scopus.com/inward/record.url?scp=33846704191&partnerID=8YFLogxK
UR - http://www.scopus.com/inward/citedby.url?scp=33846704191&partnerID=8YFLogxK
U2 - 10.1109/WSC.2005.1574298
DO - 10.1109/WSC.2005.1574298
M3 - Conference contribution
AN - SCOPUS:33846704191
SN - 0780395204
SN - 9780780395206
T3 - Proceedings - Winter Simulation Conference
SP - 584
EP - 590
BT - Proceedings of the 2005 Winter Simulation Conference
T2 - 2005 Winter Simulation Conference
Y2 - 4 December 2005 through 7 December 2005
ER -