Algorithm 972: jMarkov: an integrated framework for Markov chain modeling

Perez, Juan F. and Silva, Daniel F. and Goez, Julio C. and Sarmiento, Andres and Akhavan Tabatabaei, Raha and Riano, German (2017) Algorithm 972: jMarkov: an integrated framework for Markov chain modeling. ACM Transactions on Mathematical Software, 43 (3). ISSN 0098-3500 (Print) 1557-7295 (Online)

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Markov chains (MC) are a powerful tool for modeling complex stochastic systems. Whereas a number of tools exist for solving different types of MC models, the first step in MC modeling is to define the model 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 represent more 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.
Item Type: Article
Subjects: Q Science > QA Mathematics > QA273-280 Probabilities. Mathematical statistics
Q Science > QA Mathematics > QA076 Computer software
Divisions: Sabancı Business School
Sabancı Business School > Operations Management and Information Systems
Depositing User: Raha Akhavan
Date Deposited: 16 Mar 2017 15:56
Last Modified: 16 Mar 2017 15:56

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