Copyright © 2003 Elsevier B.V. All rights reserved.
Adaptive decomposition and approximation for the analysis of stochastic Petri nets
Available online 30 September 2003.
Abstract
We present a new approximate solution technique for the numerical analysis of stochastic Petri nets and related models. The approach combines numerical iterative solution techniques and fixed point computations using the complete knowledge of state space and generator matrix. In contrast to other approximation methods, the proposed method is adaptive by considering states with a high probability in detail and aggregating states with small probabilities. Probabilities are approximated by the results derived during the iterative solution. Thus, a maximum number of states can be predefined and the presented method automatically aggregates states such that the solution is computed using a vector of a size smaller or equal to the maximum. By means of non-trivial examples it is shown that the approach computes good approximations with a low effort for many models.
Author Keywords: Superposed generalized stochastic Petri nets; Approximation; Numerical analysis; Compact vector representations
Article Outline
- 1. Introduction
- 2. Basic definitions and notations
- 2.1. Basic notation
- 2.2. The class of GSPNs
- 2.3. State spaces and transition matrices
- 2.4. Structured numerical solution approaches
- 3. Compact representations of vectors
- 4. An adaptive iteration procedure
- 5. Examples
- 5.1. An MSMQ system
- 5.2. An extended machine repairmen model
- 5.3. A flexible manufacturing system
- 5.4. An overflow queueing system
- 6. Conclusions
- Appendix A. Proof of Theorem 1
- References
- Vitae






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