G-networks with propagating resets via RCAT

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G-networks with propagating resets via RCAT

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ACM SIGMETRICS Performance Evaluation Review archive
Volume 31 , Issue 2 (September 2003) table of contents
Special issue on the fifth workshop on MAthematical performance Modeling and Analysis (MAMA 2003)

Pages: 3 - 5

Year of Publication: 2003

ISSN:0163-5999

Author

P. G. Harrison

Imperial College London, South Kensington Campus, London

Publisher

ACM New York, NY, USA

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Downloads (6 Weeks): 1, Downloads (12 Months): 7, Citation Count: 0

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ABSTRACT

Stationary Markovian networks, defined by a collection of cooperating agents, can be solved for their equilibrium state probability distribution by a new compositional method that computes their reversed Markov process, under appropriate conditions. We apply this approach to G-networks with chains of triggers and generalised resets, which have some quite distinct properties from the resets proposed recently.

REFERENCES

Note: OCR errors may be found in this Reference List extracted from the full text article. ACM has opted to expose the complete List rather than only correct and linked references.

	1	X. Chao, M. Miyazawa and M. Pinedo. Queueing Networks: Customers, Signals and Product Form Solutions. Wiley, 1999.
	2	E. Gelenbe. Queueing networks with negative and positive customers. Journal of Applied Probability, 28:656--663, 1991.
	3	E. Gelenbe. G-networks with triggered customer movement. Journal of Applied Probability, 30:742--748, 1993.
	4	Erol Gelenbe , Jean-Michel Fourneau, G-Networks with resets, Performance Evaluation, v.49 n.1-4, p.179-191, September 2002 [doi>10.1016/S0166-5316(02)00127-X]
	5	Peter G. Harrison, Turning back time in Markovian process algebra, Theoretical Computer Science, v.290 n.3, p.1947-1986, 3 January 2003 [doi>10.1016/S0304-3975(02)00375-4]
	6	F. P. Kelly. Reversibility and Stochastic Networks. Wiley, 1979.

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