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

SMCTools 2011

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