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Cloth, L. and Haverkort, B.R.H.M.
(2006)
Five Performability Algorithms. A Comparison.
In: MAM 2006: Markov Anniversary Meeting, 12-14 Jun 2006, Charleston, SC, USA.
.
Boson Books.
ISBN 1 932482 34 2
Full text available as:  AbstractSince the introduction by John F. Meyer in 1980, various algorithms have been proposed to evaluate the performability distribution. In this paper we describe and compare five algorithms that have been proposed recently to evaluate this
distribution: Picard's method, a uniformisation-based method, a path-exploration method, a discretisation approach and a fully Markovian approximation.
As a result of our study, we recommend Picard's method not to be used (due to numerical stability problems). Furthermore, the path exploration method turns out to be heavily dependent on the branching structure of the Markov-reward model under study. For small models, the uniformisation method is preferable; however, its complexity is such that it is impractical for larger models. The discretisation method performs well, also for larger models; however, it does not easily apply in all cases. The recently proposed Markovian approximation works best, even for large models; however, error bounds cannot be given for it. | Item Type: | Conference or Workshop Paper (Full Paper, Talk) |
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| Research Group: | EWI-DACS: Design and Analysis of Communication Systems |
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| Research Program: | CTIT-UBRICKS: Building Blocks for Ubiquitous Computing and Communication |
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| Research Project: | MOQS: Modeling and Analysis of QoS of Component-Based Designs |
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| ID Code: | 2750 |
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| Status: | Published |
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| Deposited On: | 11 January 2007 |
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| Refereed: | Yes |
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| International: | Yes |
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| More Information: | statisticsmetis |
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