Accession Number : ADA309238

Title :   Computation of the Distribution of Accumulated Reward with Fluid Stochastic Petri-Nets.

Descriptive Note : Contract rept.,

Corporate Author : INSTITUTE FOR COMPUTER APPLICATIONS IN SCIENCE AND ENGINEERING HAMPTON VA

Personal Author(s) : Horton, Graham ; Trivedi, Kishor S.

PDF Url : ADA309238

Report Date : APR 1996

Pagination or Media Count : 13

Abstract : We describe the recently introduced Fluid Stochastic Petri-Nets as a means of computing the distribution of the accumulated rate reward in a GSPN. In practice, it is the expected value of a reward which is computed, a quantity which is dependent solely on the solution of the underlying Markov chain. Until now, the instantaneous reward rates have been a function of the GSPN marking only, and the Markov chain itself was not influenced by the development of the reward value. In this paper it is shown that FSPNs may be used to simulate GSPN reward models and that they allow an important generalization in that both the firing rates of the GSPN and the reward rate may depend on the current reward value. Example models of repairable systems are used to demonstrate the additional capabilities.

Descriptors :   *MATHEMATICAL MODELS, COMPUTERIZED SIMULATION, QUEUEING THEORY, PROBABILITY DISTRIBUTION FUNCTIONS, MATRICES(MATHEMATICS), COMPUTATIONAL FLUID DYNAMICS, SYSTEMS ANALYSIS, MARKOV PROCESSES, STOCHASTIC CONTROL, HYPERBOLIC DIFFERENTIAL EQUATIONS.

Subject Categories : Operations Research

Distribution Statement : APPROVED FOR PUBLIC RELEASE