| Budget Amount *help |
¥4,420,000 (Direct Cost: ¥3,400,000、Indirect Cost: ¥1,020,000)
Fiscal Year 2019: ¥1,430,000 (Direct Cost: ¥1,100,000、Indirect Cost: ¥330,000)
Fiscal Year 2018: ¥1,690,000 (Direct Cost: ¥1,300,000、Indirect Cost: ¥390,000)
Fiscal Year 2017: ¥1,300,000 (Direct Cost: ¥1,000,000、Indirect Cost: ¥300,000)
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| Outline of Final Research Achievements |
This project partially solved the problems of accuracy guarantee and state explosion in the phase type approximation in MRGP, and expanded the applicability of the phase type approximation in practical use. In particular, as the accuracy guarantee for the phase approximation, we evaluated the upper and lower bounds by using the stochastic order and the total variation. Furthermore, we have developed perfect sampling for Markov model with phase type approximation, and relaxed the problem of state explosion. In perfect sampling, we defined a mathematical programming problem to obtain the upper and lower bounds of system states, and it is solved with an SMT solver. Our algorithm made it possible to apply the perfect sampling to a wide class of models.
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