Welcome to SMCTools 2009

The 4th International Workshop on Tools for solving
Structured Markov Chains
October 19th, 2009

The Workshop is co-located with ValueTools 2009 and in Technical Cooperation with ACM.

Scope

In the last decades, structured 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.

The workshop solicits papers on theoretical development, software tools and applications involving structured 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
• 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 structured Markov chains for:

• Performance of computer and communication systems
• Reliability and security analysis
• Information retrieval
• Analysis of biological systems

Important dates