2015
DOI: 10.1145/2688907
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Computing Cumulative Rewards Using Fast Adaptive Uniformization

Abstract: The computation of transient probabilities for continuous-time Markov chains often employs uniformization, also known as the Jensen method. The fast adaptive uniformization method introduced by Mateescu et al. approximates the probability by neglecting insignificant states and has proven to be effective for quantitative analysis of stochastic models arising in chemical and biological applications. However, this method has only been formulated for the analysis of properties at a given point of time t. In this a… Show more

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Cited by 4 publications
(4 citation statements)
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“…[S ] Where S indicates that, this property calculates the average error after reaching the steady state. The same result can be obtained (in less verification time) by the following PRISM property [24]:…”
Section: The Prism Propertiessupporting
confidence: 72%
“…[S ] Where S indicates that, this property calculates the average error after reaching the steady state. The same result can be obtained (in less verification time) by the following PRISM property [24]:…”
Section: The Prism Propertiessupporting
confidence: 72%
“…We do not consider time-unbounded properties because of the nature of the convergence of CLA, which is guaranteed just for finite time. Since the CLA requires solving a number of differential equations that is quadratic in the number of species and independent of the population size, our methods enable formal analysis of possibly infinite-state CTMCs that cannot be analysed using classical methods based on uniformization [27,52]. Deriving model checking algorithms was challenging because the CLA yields a continuous time stochastic process with an uncountable state space.…”
Section: Discussionmentioning
confidence: 99%
“…The analysis typically involves computing the transient probability of the system residing in a state at a given time, or, for a model annotated with rewards, the expected reward that can be obtained. Despite improvements such as symmetry reduction [33], sliding window [52] and fast adaptive uniformisation [26], their practical use for Stochastic Reaction Networks is severely hindered by state space explosion [33], which in a SRN grows exponentially with the number of molecules when finite, and may be infinite, in which case finite projection methods have to be used [43]. As a consequence, approximate but faster algorithms are appealing.…”
Section: Introductionmentioning
confidence: 99%
“…The CME can be equivalently defined in terms of the infinitesimal generator matrix [37], which admits computing an approximation of the CME using, for example, fast adaptive uniformisation [14,13] or the sliding window method [37]. We also define the CTMC ( X N (t)…”
Section: Introductionmentioning
confidence: 99%