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Monotonicity and Efficient Computation of Bounds with Time Parallel Simulation

  • Jean-Michel Fourneau
  • Franck Quessette
Conference paper
Part of the Lecture Notes in Computer Science book series (LNCS, volume 6977)

Abstract

We adapt Nicol’s approach for the time parallel simulation with fix-up computations. We use the concept of monotonicity of a model related to the initial state of the simulation to derive bounds of the sample-paths. We prove several algorithms with fix-up computations which minimises the number of runs before we get a consistent sample-path. We obtain proved upper or lower bounds of the sample-path of the simulation and bounds of some estimates as well.

Keywords

Input Sequence Output Sequence Stochastic Matrix Parallel Simulation Master Process 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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Copyright information

© Springer-Verlag Berlin Heidelberg 2011

Authors and Affiliations

  • Jean-Michel Fourneau
    • 1
  • Franck Quessette
    • 1
  1. 1.PRiSM, Université de Versailles-Saint-Quentin, CNRS UMR 8144France

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