Accuracy vs. Complexity: The stochastic bound approach

F. Ait Salaht, J. Cohen, H. Castel Taleb, J. M. Fourneau, N. Pekergin

Research output: Chapter in Book/Report/Conference proceedingConference contributionpeer-review

Abstract

We present an algorithmic technique based on stochastic ordering to obtain upper and lower bounding distributions for the results of some optimisation problems on discrete random variables which are hard to solve exactly due to the multiplicative increasing size of the distribution at each step. We illustrate the approach with the distribution of the completion time of a task graph.

Original languageEnglish
Title of host publicationWODES 2012 - 11th International Workshop on Discrete Event Systems, Proceedings
Pages343-348
Number of pages6
Publication statusPublished - 1 Dec 2012
Externally publishedYes
Event11th International Workshop on Discrete Event Systems, WODES 2012 - Guadalajara, Jalisco, Mexico
Duration: 3 Oct 20125 Oct 2012

Publication series

NameIFAC Proceedings Volumes (IFAC-PapersOnline)
ISSN (Print)1474-6670

Conference

Conference11th International Workshop on Discrete Event Systems, WODES 2012
Country/TerritoryMexico
CityGuadalajara, Jalisco
Period3/10/125/10/12

Keywords

  • Algorithms
  • Bounding method
  • Graph theoretic models
  • Numerical analysis
  • Performance analysis
  • Probability distribution function
  • Stochastic approximation

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