Mean-Payoff Optimization in Continuous-Time Markov Chains with Parametric Alarms

Result code in IS VaVaI

<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F00216224%3A14330%2F17%3A00095081" target="_blank" >RIV/00216224:14330/17:00095081 - isvavai.cz</a>

Result on the web

<a href="http://dx.doi.org/10.1007/978-3-319-66335-7_12" target="_blank" >http://dx.doi.org/10.1007/978-3-319-66335-7_12</a>

DOI - Digital Object Identifier

<a href="http://dx.doi.org/10.1007/978-3-319-66335-7_12" target="_blank" >10.1007/978-3-319-66335-7_12</a>

Result language

angličtina

Original language name

Mean-Payoff Optimization in Continuous-Time Markov Chains with Parametric Alarms

Original language description

Continuous-time Markov chains with alarms (ACTMCs) allow for alarm events that can be non-exponentially distributed. Within parametric ACTMCs, the parameters of alarm-event distributions are not given explicitly and can be subject of parameter synthesis. An algorithm solving the epsilon-optimal parameter synthesis problem for parametric ACTMCs with long-run average optimization objectives is presented. Our approach is based on reduction of the problem to finding long-run average optimal strategies in semi-Markov decision processes (semi-MDPs) and sufficient discretization of parameter (i.e., action) space. Since the set of actions in the discretized semi-MDP can be very large, a straightforward approach based on explicit action-space construction fails to solve even simple instances of the problem. The presented algorithm uses an enhanced policy iteration on symbolic representations of the action space. The soundness of the algorithm is established for parametric ACTMCs with alarm-event distributions satisfying four mild assumptions that are shown to hold for uniform, Dirac, exponential, and Weibull distributions in particular, but are satisfied for many other distributions as well. An experimental implementation shows that the symbolic technique substantially improves the efficiency of the synthesis algorithm and allows to solve instances of realistic size.

Czech name

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Czech description

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Type

D - Article in proceedings

CEP classification

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OECD FORD branch

10201 - Computer sciences, information science, bioinformathics (hardware development to be 2.2, social aspect to be 5.8)

Project

<a href="/en/project/GA15-17564S" target="_blank" >GA15-17564S: Game Theory in Formal Analysis and Verification of Computer Systems</a><br>

Continuities

P - Projekt vyzkumu a vyvoje financovany z verejnych zdroju (s odkazem do CEP)<br>S - Specificky vyzkum na vysokych skolach

Publication year

2017

Confidentiality

S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Article name in the collection

Quantitative Evaluation of Systems

ISBN

9783319663340

ISSN

0302-9743

e-ISSN

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Number of pages

17

Pages from-to

190-206

Publisher name

Springer

Place of publication

Cham

Event location

Berlin

Event date

Sep 5, 2017

Type of event by nationality

WRD - Celosvětová akce

UT code for WoS article

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