| 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.