Parametric Markov Chains: PCTL Complexity and Fraction-free Gaussian Elimination

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

Abstract

Parametric Markov chains have been introduced as a model for families of stochastic systems that rely on the same graph structure, but differ in the concrete transition probabilities. The latter are specified by polynomial constraints for the parameters. Among the tasks typically addressed in the analysis of parametric Markov chains are (1) the computation of closed-form solutions for reachabilty probabilities and other quantitative measures and (2) finding symbolic representations of the set of parameter valuations for which a given temporal logical formula holds as well as (3) the decision variant of (2) that asks whether there exists a parameter valuation where a temporal logical formula holds. Our contribution to (1) is to show that existing implementations for computing rational functions for reachability probabilities or expected costs in parametric Markov chains can be improved by using fraction-free Gaussian elimination, a long-known technique for linear equation systems with parametric coefficients. Our contribution to (2) and (3) is a complexity-theoretic discussion of the model checking problem for parametric Markov chains and probabilistic computation tree logic (PCTL) formulas. We present an exponential-time algorithm for (2) and a PSPACE upper bound for (3). Moreover, we identify fragments of PCTL and subclasses of parametric Markov chains where (1) and (3) are solvable in polynomial time and establish NP-hardness for other PCTL fragments.

Details

Original languageEnglish
Title of host publicationProceedings Eighth International Symposium on Games, Automata, Logics and Formal Verification, GandALF 2017, Roma, Italy, 20-22 September 2017
EditorsPatricia Bouyer, Andrea Orlandini, Pierluigi San Pietro
Pages16-30
Number of pages15
Publication statusPublished - 2017
Peer-reviewedNo

Conference

Title8th Symposium on Games, Automata, Logics and Formal Verification
Abbreviated titleGandALF 2017
Conference number
Duration20 - 22 September 2017
Degree of recognitionInternational event
Location
CityRom
CountryItaly

External IDs

Scopus 85030107024
ORCID /0000-0002-5321-9343/work/142236723

Keywords

Keywords

  • Parametric Markov Chains, PCTL Complexity, Fraction-free Gaussian Elimination