GPU-Accelerated Computation of Markov Chain Steady-State Probability Bounds

Session : SS4-1 / SS4 : Modélisation Markovienne : méthodes et outils
Mercredi 10 février 11:00 - 12:20 Salle : RP10
Mohamed Dahmoune, Nihal Pekergin et Sovanna Tan

We present a GPU implementations using the CUDA THRUST and CUSP library for the algorithms that provide bounds on the steady-state probabilities of ergodic discrete-time Markov chains. The obtained accelerations are illustrated through several experimentations.

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