Révision datée du 27 juin 2019 à 20:49 par Marmot (discussion | contributions) (2. Instructions for building Markov Chains)

Rescom TP instructions

De MARMOTE

Instuctions for the Lab on Markov chain modeling and MDP analysis, at the RESCOM2019 summer school

Objective

The goals of the Lab session is

  • program the model of a discrete-time queue with impatience, batch size and finite capacity, using the marmoteCore library;
  • program the same model with a control of admission in service, with the marmoteMDP library;
  • compute the optimal service policy in this queue.

Steps

1. Preparation

The first step is to have the library installed on your computer. Two possibilities:

  • using a virtual machine with virtualbox
  • using the compiled library (linux only)

The instructions with virtualbox are then:

  • install the virtualbox software from its web site
  • launch virtualbox
  • click on "Machine > Add"
  • enter the location of the virtual machine that has been downloaded
  • select the VM (Rescom2019_TP) in the right-hand pane and click on "Start"
  • log in with username/password pierre/Rescom2019*
  • you should see a desktop with two folders: TP_Marmote and TP_MDP

2. Instructions for building Markov Chains

  • Click on the TP_Marmote folder
  • click on the file "example1.cpp" (or right-click then select "geany")
  • a command-line terminal should appear at the bottom. Type

./example1

Example 1: construction of a discrete-time Markov chain on a 3-state space.

  • the program takes as arguments:
    • n, a number of steps
    • p1 p2 p3, three probabilities summing up to 1, representing the initial distribution
  • it outputs
    • the probability transition matrix
    • a trajectory x[0], x[1], ... x[n]
  • run the example with values, e.g.

./example1 4 0.2 0.3 0.5

  • use the editor to modify the code example1.cpp, in order to make state 2 absorbing
  • compile by clicking "Construire > Make"
  • execute again
  • modify further the code to make it compute the value of the distribution after n steps:

 Distribution* trDis = c1->TransientDistributionDT( 0, n );
 trDis->Write( stdout, STANDARD_PRINT_MODE );