Abstract. We present a practically appealing extension of the probabilistic model checker PRISM rendering it to handle fixed-delay continuous-time Markov chains (fdCTMCs) with rewards, the equivalent formalism to the deterministic and stochastic Petri nets (DSPNs). fdCTMCs allow transitions with fixed-delays (or timeouts) on top of the traditional transitions with exponential rates. Our extension supports an evaluation of expected reward until reaching a given set of target states. The main contribution is that, considering the fixed-delays as parameters, we implemented a synthesis algorithm that computes the epsilon-optimal values of the fixed-delays minimizing the expected reward. We provide a performance evaluation of the synthesis on practical examples.
Every probability distribution can be approximated up to a given precision by a phase-type distribution, i.e. a distribution encoded by a continuous time Markov chain (CTMC). However, an excessive number of states in the corresponding CTMC is needed for some standard distributions, in particular most distributions with regions of zero density such as uniform or shifted distributions. Addressing this class of distributions, we suggest an alternative representation by CTMC extended with discrete-time transitions. Using discrete-time transitions we split the density function into multiple intervals. Within each interval, we then approximate the density with standard phase-type fitting. We provide an experimental evidence that our method requires only a moderate number of states to approximate such distributions with regions of zero density. Furthermore, the usage of CTMC with discrete-time transitions is supported by a number of techniques for their analysis. Thus, our results promise an efficient approach to the transient analysis of a class of non-Markovian models.
Repair mechanisms are important within resilient systems to maintain the system in an operational state after an error occurred. Usually, constraints on the repair mechanisms are imposed, e.g., concerning the time or resources required (such as energy consumption or other kinds of costs). For systems modeled by Markov decision processes (MDPs), we introduce the concept of resilient schedulers, which represent control strategies guaranteeing that these constraints are always met within some given probability. Assigning rewards to the operational states of the system, we then aim towards resilient schedulers which maximize the long-run average reward, i.e., the expected mean payoff. We present a pseudo-polynomial algorithm that decides whether a resilient scheduler exists and if so, yields an optimal resilient scheduler. We show also that already the decision problem asking whether there exists a resilient scheduler is PSPACE-hard.
Abstract-We consider the fixed-delay synthesis problem for continuous-time Markov chains extended with fixed-delay transitions (fdCTMC). The goal is to synthesize concrete values of the fixed-delays (timeouts) that minimize the expected total cost incurred before reaching a given set of target states. The same problem has been considered and solved in previous works by computing an optimal policy in a certain discrete-time Markov decision process (MDP) with a huge number of actions that correspond to suitably discretized values of the timeouts.In this paper, we design a symbolic fixed-delay synthesis algorithm which avoids the explicit construction of large action spaces. Instead, the algorithm computes a small sets of "promising" candidate actions on demand. The candidate actions are selected by minimizing a certain objective function by computing its symbolic derivative and extracting a univariate polynomial whose roots are precisely the points where the derivative takes zero value. Since roots of high degree univariate polynomials can be isolated very efficiently using modern mathematical software, we achieve not only drastic memory savings but also speedup by three orders of magnitude compared to the previous methods.
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