Algorithmic product-form approximations of interacting stochastic models

A large variety of product-form solutions for continuous-time Markovian models can be derived by checking a set of structural properties of the underlying stochastic processes and a condition on their reversed rates. In previous work (Mann and Vigliotti (2010) [9]) we have shown how to derive a large class of product-form solutions using a different formulation of the Reversed Compound Agent Theorem (GRCAT). We continue this line of work by showing that it is possible to exploit this result to approximate the steady-state distribution of non-product-form model interactions by means of product-form ones. Crown Copyright (C) 2012 Published by Elsevier Ltd. All rights reserved.