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

Research output: Contribution to book/conference proceedings/anthology/reportConference contributionContributed

Contributors

Abstract

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 ε-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.

Details

Original languageEnglish
Title of host publicationQuantitative Evaluation of Systems
PublisherSpringer, Berlin [u. a.]
Pages190-206
Number of pages17
ISBN (print)978-3-319-66334-0
Publication statusPublished - 2017
Peer-reviewedNo

Publication series

SeriesLecture Notes in Computer Science, Volume 10503
ISSN0302-9743

Conference

Title14th International Conference of Quantitative Evaluation of Systems
Abbreviated titleQEST 2017
Conference number
Duration5 - 7 September 2017
Degree of recognitionInternational event
Location
CityBerlin
CountryGermany

External IDs

Scopus 85028645372
ORCID /0000-0002-5321-9343/work/142236700

Keywords

Keywords

  • Mean-Payoff Optimization, Continuous-Time Markov Chains, Parametric Alarms