SMCTOOLS 2011 - SMCTools 2011 5th International ICST Workshop on Tools for Solving Markov Chains

Website http://www.valuetools.org/2011 | Edit Freely

Category SMCTOOLS 2011

Deadline: November 05, 2010 | Date: May 20, 2011

Venue/Country: Paris, France

Updated: 2010-09-19 10:35:43 (GMT+9)

Call For Papers - CFP

5th International ICST Workshop on Tools for Solving Markov Chains

May 20, 2011. Ecole Normale Supérieure de Cachan (South of Paris), France

Scope

In the last decades, Markov chains have taken a growing interest in performance evaluation methodologies in queueing problems, in biological modeling, in risk insurance analysis, in information retrieval, and more. During this time, due to the strong exploitation of the involved structures, the techniques used to assess the quantity of interest have advanced significantly in terms of their efficiency, while becoming more complex at the same time. This increased complexity often acts as an opposing force to a more wide spread use of these advanced methodologies. Making these novel techniques more accessible via a set of software tools is therefore essential to further promote their use in practical problems.

Workshop Topics

The workshop solicits papers on theoretical development, software tools and applications involving Markov chains (MCs). Theoretical aspects:

Infinite (countable/continuous) and finite (large) MCs

Continuous- and discrete-time MCs

Markov decision processes

Bounding and approximation methods for large MCs

Skip-free (QBD, M/G/1, GI/M/1 type) and non-skip-free MCs

Level dependent and independent MCs

Tree-structured and tree-like MCs

Fluid flow queues

MCs with a regenerative structure

MCs with tensor structure

Nearly completely decomposable MCs

Simulation methods based on Markov chains

Queuing systems with an underlying structured MC

Software tools for computing the following type of measures:

Transient and steady state probabilities

First passage times

Decay rates, loss rates

Distributions and moments

Application papers describing the use of Markov chains for:

Performance of computer and communication systems

Reliability and security analysis

Information retrieval

Analysis of biological systems

Inverse problems in signal processing