Algorithm 972: JMarkov: An integrated framework for Markov chain modeling

Markov chains (MC) are a powerful tool for modeling complex stochastic systems. Whereas a number of tools exist for solving different types ofMCmodels, the first step inMCmodeling is to define themodel parameters. This step is, however, error prone and far from trivial when modeling complex systems. In this article, we introduce jMarkov, a framework for MC modeling that provides the user with the ability to define MC models from the basic rules underlying the system dynamics. From these rules, jMarkov automatically obtains the MC parameters and solves the model to determine steady-state and transient performance measures. The jMarkov framework is composed of four modules: (i) the main module supports MC models with a finite state space; (ii) the jQBD module enables the modeling of Quasi-Birth-and-Death processes, a class of MCs with infinite state space; (iii) the jMDP module offers the capabilities to determine optimal decision rules based on Markov Decision Processes; and (iv) the jPhase module supports the manipulation and inclusion of phase-type variables to representmore general behaviors than that of the standard exponential distribution. In addition, jMarkov is highly extensible, allowing the users to introduce new modeling abstractions and solvers. © 2017 ACM.

• Fecha de publicación: 2017
• Institución: Universidad del Rosario
• Repositorio: Repositorio EdocUR - U. Rosario
• Idioma: eng
• OAI Identifier: oai:repository.urosario.edu.co:10336/23121
• Acceso en línea: https://doi.org/10.1145/3009968; https://repository.urosario.edu.co/handle/10336/23121
• Palabra clave: Chains; Queueing theory; Stochastic models; Stochastic systems; Exponential distributions; Infinite state space; Integrated frameworks; Markov Decision Processes; Optimal decision-rule; Phase type distributions; Quasi-birth and death process; Steady state and transients; Markov processes; Markov chains; Markov decision processes; Phase-type distributions; Quasi-birth-and-death processes; Stochastic modeling
• License: Abierto (Texto Completo)