Sufficient conditions for existence of a fixed point in stochastic reward net-based iterative models

Stochastic Petri net models of large systems that are solved by generating the underlying Markov chain pose the problem of largeness of the state-space of the Markov chain. Hierarchical and iterative models of systems have been used extensively to solve this problem. A problem with models which use fixed-point iteration is the theoretical proof of the existence, uniqueness and convergence of the fixed-point equations, which still remains an "art". In this paper, we establish conditions, in terms of the net structure and the characteristics of the iterated variables, under which existence of a solution is guaranteed when fixed-point iteration is used in stochastic Petri nets. We use these conditions to establish the existence of a fixed point for a model of a priority scheduling system, at which tasks may arrive according to a Poisson process or due to spawning or conditional branching of other tasks in the system.