Article ID: | iaor20053218 |
Country: | France |
Volume: | 35 |
Issue: | 2 |
Start Page Number: | 229 |
End Page Number: | 250 |
Publication Date: | Apr 2001 |
Journal: | RAIRO Operations Research |
Authors: | Stewart William J., Plateau Brigitte, Jungblut-Hessel Roberta, Ycart Bernard |
Keywords: | markov processes, simulation: applications |
In this paper we present a method to perform fast simulation of large Markovian systems. This method is based on the use of three concepts: Markov chain uniformization, event-driven dynamics, and modularity. An application of urban traffic simulation is presented to illustrate the performance of our approach.