Bounding the Equilibrium Distribution of Markov Population Models

Arguing about the equilibrium distribution of continuous-time Markov chains can be vital for showing properties about the underlying systems. For example in biological systems, bistability of a chemical reaction network can hint at its function as a biological switch. Unfortunately, the state space of these systems is infinite in most cases, preventing the use of traditional steady state solution techniques. In this paper we develop a new approach to tackle this problem by first retrieving geometric bounds enclosing a major part of the steady state probability mass, followed by a more detailed analysis revealing state-wise bounds.Comment: 4 page

Simon-Ando decomposability and fitness landscapes

In this paper, we investigate fitness landscapes (under point mutation and recombination) from the standpoint of whether the induced evolutionary dynamics have a “fast-slow” time scale associated with the differences in relaxation time between local quasi-equilibria and the global equilibrium. This dynamical hevavior has been formally described in the econometrics literature in terms of the spectral properties of the appropriate operator matrices by Simon and Ando (Econometrica 29 (1961) 111), and we use the relations they derive to ask which fitness functions and mutation/recombination operators satisfy these properties. It turns out that quite a wide range of landscapes satisfy the condition (at least trivially) under point mutation given a sufficiently low mutation rate, while the property appears to be difficult to satisfy under genetic recombination. In spite of the fact that Simon-Ando decomposability can be realized over fairly wide range of parameters, it imposes a number of restriction on which landscape partitionings are possible. For these reasons, the Simon-Ando formalism does not appear to be applicable to other forms of decomposition and aggregation of variables that are important in evolutionary systems

Model Checking CSL for Markov Population Models

Markov population models (MPMs) are a widely used modelling formalism in the area of computational biology and related areas. The semantics of a MPM is an infinite-state continuous-time Markov chain. In this paper, we use the established continuous stochastic logic (CSL) to express properties of Markov population models. This allows us to express important measures of biological systems, such as probabilistic reachability, survivability, oscillations, switching times between attractor regions, and various others. Because of the infinite state space, available analysis techniques only apply to a very restricted subset of CSL properties. We present a full algorithm for model checking CSL for MPMs, and provide experimental evidence showing that our method is effective.Comment: In Proceedings QAPL 2014, arXiv:1406.156

Asymptotic Expansions for Stationary Distributions of Perturbed Semi-Markov Processes

New algorithms for computing of asymptotic expansions for stationary distributions of nonlinearly perturbed semi-Markov processes are presented. The algorithms are based on special techniques of sequential phase space reduction, which can be applied to processes with asymptotically coupled and uncoupled finite phase spaces.Comment: 83 page

Comparing Markov Chains: Aggregation and Precedence Relations Applied to Sets of States, with Applications to Assemble-to-Order Systems

International audienceSolving Markov chains is, in general, difficult if the state space of the chain is very large (or infinite) and lacking a simple repeating structure. One alternative to solving such chains is to construct models that are simple to analyze and provide bounds for a reward function of interest. We present a new bounding method for Markov chains inspired by Markov reward theory: Our method constructs bounds by redirecting selected sets of transitions, facilitating an intuitive interpretation of the modifications of the original system. We show that our method is compatible with strong aggregation of Markov chains; thus we can obtain bounds for an initial chain by analyzing a much smaller chain. We illustrate our method by using it to prove monotonicity results and bounds for assemble-to-order systems

On stock rationing policies for continuous review inventory systems

Cataloged from PDF version of article.Rationing is an inventory policy that allows prioritization of different demand classes. In this thesis, we analyze the stock rationing policies for continuous review systems. We clarify some of the ambiguities present in the current literature. Then, we propose a new method for the exact analysis of lot-for-lot inventory systems with backorders under rationing policy. We show that if such an inventory system is sampled at multiples of supply leadtime, the state of the system evolves according to a Markov chain. We provide a recursive procedure to generate the transition probabilities of the embedded Markov chain. It is possible to obtain the steady-state probabilities of interest with desired accuracy by considering a truncated version of the chain. Finally, we propose a dynamic rationing policy, which makes use of the information on the status of the outstanding replenishment orders. We conduct a simulation study to evaluate the performance of the proposed policy.Bulut, ÖnderM.S