IDEAS home Printed from https://ideas.repec.org/a/spr/annopr/v239y2016i2d10.1007_s10479-014-1694-3.html
   My bibliography  Save this article

Lumping and reversed processes in cooperating automata

Author

Listed:
  • Simonetta Balsamo

    (Università Ca’ Foscari Venezia)

  • Gian-Luca Dei Rossi

    (Università Ca’ Foscari Venezia)

  • Andrea Marin

    (Università Ca’ Foscari Venezia)

Abstract

Performance evaluation of computer software or hardware architectures may rely on the analysis of a complex stochastic model whose specification is usually given in terms of a high level formalism such as queueing networks, stochastic Petri nets, stochastic automata or Markovian process algebras. Compositionality is a key-feature of many of these formalisms and allows the modeller to combine several (simple) components to form a complex architecture. However, although these formalisms lead to relative compact specifications of possibly complex models, the derivation of the performance indices may be computationally very time and space consuming since the set of possible states of the model tends to grow exponentially (or even faster) with the number of components. In this paper we focus on models with underlying continuous time Markov chains (CTMCs) and we introduce a notion of typed lumpability, which gives sufficient conditions under which a lumping of the process can be derived, allowing the exact computation of marginal stationary probabilities of the cooperating components. The peculiarity of our method relies on the fact that lumping is applied at the component-level rather than to the CTMC underlying the joint process, thus reducing both the memory requirements and the computational cost of the subsequent solution of the model. Moreover, we investigate the properties of the lumping of reversed automata and we prove that, if these are reversible, a conditional product-form solution of their cooperation with other non-blocking automata can be derived. Although conditional product-forms have been previously investigated by other authors with the aim of approximating non-product-form models, the contribution of this paper consists in giving sufficient conditions for this approach to yield exact results and providing examples to support the modeller’s intuition.

Suggested Citation

  • Simonetta Balsamo & Gian-Luca Dei Rossi & Andrea Marin, 2016. "Lumping and reversed processes in cooperating automata," Annals of Operations Research, Springer, vol. 239(2), pages 695-722, April.
  • Handle: RePEc:spr:annopr:v:239:y:2016:i:2:d:10.1007_s10479-014-1694-3
    DOI: 10.1007/s10479-014-1694-3
    as

    Download full text from publisher

    File URL: http://link.springer.com/10.1007/s10479-014-1694-3
    File Function: Abstract
    Download Restriction: Access to the full text of the articles in this series is restricted.

    File URL: https://libkey.io/10.1007/s10479-014-1694-3?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. Paul J. Burke, 1956. "The Output of a Queuing System," Operations Research, INFORMS, vol. 4(6), pages 699-704, December.
    2. Balsamo, Simonetta & Marin, Andrea, 2013. "Separable solutions for Markov processes in random environments," European Journal of Operational Research, Elsevier, vol. 229(2), pages 391-403.
    Full references (including those not matched with items on IDEAS)

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. B. Krishna Kumar & S. Pavai Madheswari & S. Anantha Lakshmi, 2011. "Queuing system with state-dependent controlled batch arrivals and server under maintenance," TOP: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 19(2), pages 351-379, December.
    2. Opher Baron & Oded Berman & Dmitry Krass & Jianfu Wang, 2014. "Using Strategic Idleness to Improve Customer Service Experience in Service Networks," Operations Research, INFORMS, vol. 62(1), pages 123-140, February.
    3. Hideaki Takagi & Yuta Kanai & Kazuo Misue, 2017. "Queueing network model for obstetric patient flow in a hospital," Health Care Management Science, Springer, vol. 20(3), pages 433-451, September.
    4. Wu, Kan & Zhao, Ning, 2015. "Dependence among single stations in series and its applications in productivity improvement," European Journal of Operational Research, Elsevier, vol. 247(1), pages 245-258.
    5. Gautier, Pieter A., 2002. "Non-sequential search, screening externalities and the public good role of recruitment offices," Economic Modelling, Elsevier, vol. 19(2), pages 179-196, March.
    6. Moura, Fabio Rodrigues de & Paes, Nelson Leitão & Farias, Tácito Augusto, 2014. "O Impacto do Tempo de Pendência das Patentes na Trajetória de Crescimento: Uma Análise com Base no Modelo Schumpeteriano de Crescimento Endógeno com Avanço de Qualidade," Revista Brasileira de Economia - RBE, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), vol. 68(1), April.
    7. Hum, Sin-Hoon & Parlar, Mahmut & Zhou, Yun, 2018. "Measurement and optimization of responsiveness in supply chain networks with queueing structures," European Journal of Operational Research, Elsevier, vol. 264(1), pages 106-118.
    8. Xenophon Papaconstantinou & Dimitris Bertsimas, 1990. "Relations between the prearrival and postdeparture state probabilities and the fcfs waiting time distribution in the Ek/G/s queue," Naval Research Logistics (NRL), John Wiley & Sons, vol. 37(1), pages 135-149, February.
    9. Zhang, Changzhen & Yang, Jun & Wang, Ning, 2023. "Timely reliability modeling and evaluation of wireless sensor networks with adaptive N-policy sleep scheduling," Reliability Engineering and System Safety, Elsevier, vol. 235(C).
    10. Strahil Panev & Pero Latkoski, 2020. "Modeling of OpenFlow-related handover messages in mobile networks," Telecommunication Systems: Modelling, Analysis, Design and Management, Springer, vol. 75(3), pages 307-318, November.
    11. Kim, T.Y., 2018. "Improving warehouse responsiveness by job priority management," Econometric Institute Research Papers EI 2018-02, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
    12. Lee, Seung-Yup & Chinnam, Ratna Babu & Dalkiran, Evrim & Krupp, Seth & Nauss, Michael, 2021. "Proactive coordination of inpatient bed management to reduce emergency department patient boarding," International Journal of Production Economics, Elsevier, vol. 231(C).
    13. Bernd Heidergott & Warren Volk-Makarewicz, 2016. "A Measure-Valued Differentiation Approach to Sensitivities of Quantiles," Mathematics of Operations Research, INFORMS, vol. 41(1), pages 293-317, February.
    14. Kim, T.Y., 2018. "Improving warehouse responsiveness by job priority management," Econometric Institute Research Papers EI2018-02, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
    15. repec:fgv:epgrbe:v:68:n:1:a:6 is not listed on IDEAS
    16. Chaithanya Bandi & Dimitris Bertsimas & Nataly Youssef, 2015. "Robust Queueing Theory," Operations Research, INFORMS, vol. 63(3), pages 676-700, June.
    17. Betea, D. & Ferrari, P.L. & Occelli, A., 2022. "The half-space Airy stat process," Stochastic Processes and their Applications, Elsevier, vol. 146(C), pages 207-263.
    18. Takis Konstantopoulos, 2016. "A review of Burke’s theorem for Brownian motion," Queueing Systems: Theory and Applications, Springer, vol. 83(1), pages 1-12, June.
    19. Cree S. Dawson & Charles J. McCallum & R. Bradford Murphy & Eric Wolman, 2000. "Operations Research at Bell Laboratories Through the 1970s: Part I," Operations Research, INFORMS, vol. 48(2), pages 205-215, April.
    20. Maury Bramson & Bernardo D’Auria & Neil Walton, 2017. "Proportional Switching in First-in, First-out Networks," Operations Research, INFORMS, vol. 65(2), pages 496-513, April.
    21. Sarat Babu Moka & Yoni Nazarathy & Werner Scheinhardt, 2023. "Diffusion parameters of flows in stable multi-class queueing networks," Queueing Systems: Theory and Applications, Springer, vol. 103(3), pages 313-346, April.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:spr:annopr:v:239:y:2016:i:2:d:10.1007_s10479-014-1694-3. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Sonal Shukla or Springer Nature Abstracting and Indexing (email available below). General contact details of provider: http://www.springer.com .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.