Exploiting Partial Symmetries for Markov Chain Aggregation

Abstract : The technique presented in this paper allows the automatic construction of a lumped Markov chain for almost symmetrical Stochastic Well-formed Net (SWN) models. The starting point is the Extended Symbolic Reachability Graph (ESRG), which is a reduced representation of a SWN model reachability graph (RG), based on the aggregation of states into classes. These classes may be used as aggregates for lumping the Continuous Time Markov Chain (CTMC) isomorphic to the model RG: however it is not always true that the lumpability condition is verified by this partition of states. In the paper we propose an algorithm that progressively refines the ESRG classes until a lumped Markov chain is obtained.
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Submitted on : Tuesday, August 8, 2017 - 3:48:34 PM
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Lorenzo Capra, Claude Dutheillet, Giuliana Franceschinis, Jean-Michel Ilié. Exploiting Partial Symmetries for Markov Chain Aggregation. International Workshop on Models for Time-Critical Systems (MTCS 2000), Aug 2000, State College, PA, United States. pp.231-257, ⟨10.1016/S1571-0661(05)80750-9⟩. ⟨hal-01573120⟩

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