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An Aggregation/Disaggregation Algorithm for Stochastic Automata Networks

Published online by Cambridge University Press:  27 July 2009

Peter Buchholz
Peter Buchholz
Affiliation:
Informatik IV, Universität Dortmund, D-44221 Dortmund, Germany
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Abstract

Stochastic automata networks (SANs) have recently received much attention in the literature as a means to analyze complex Markov chains in an efficient way. The main advantage of SANs over most other paradigms is that they allow a very compact description of the generator matrix by means of much smaller matrices for single automata. This representation can be exploited in different iterative techniques to compute the stationary solution. However, the set of applicable solution methods for SANs is restricted, because a solution method has to respect the specific representation of the generator matrix to exploit the compact representation. In particular, aggregation/disaggregation (a/d) methods cannot be applied in their usual realization for SANs without losing the possibility to exploit the compact representation of the generator matrix.

In this paper, a new a/d algorithm for SANs is introduced. The algorithm differs significantly from standard a/d methods because the parts to be aggregated are defined in a completely different way, exploiting the structure of the generator matrix of a SAN. Aggregation is performed with respect to single automata or sets of automata, which are the basic parts generating a SAN. It is shown that the new algorithm is efficient even if the automata are not loosely coupled.

Type
Research Article
Information
Probability in the Engineering and Informational Sciences , Volume 11 , Issue 2 , April 1997 , pp. 229 - 253
Copyright
Copyright © Cambridge University Press 1997

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