7,967 research outputs found
A Stochastic Hybrid Systems Framework for Analysis of Markov Reward Models
In this paper, we propose a framework to analyze Markov reward models, which are commonly used in system performability analysis. The framework builds on a set of analytical tools developed for a class of stochastic processes referred to as āStochastic Hybrid Systems (SHS).ā The state space of an SHS is composed of: i) a discrete state that describes the possible configurations/modes that a system can adopt, which includes the nominal (non-faulty) operational mode, but also those operational modes that arise due to component faults, and ii) a continuous state that describes the reward. Discrete state transitions are stochastic, and governed by transition rates that are (in general) a function of time and the value of the continuous state. The evolution of the continuous state is described by a stochastic differential equation, and reward measures are defined as functions of the continuous state. Additionally, each transition is associated with a reset map that defines the mapping between the pre- and post-transition values of the discrete and continuous states; these mappings enable the definition of impulses and losses in the reward. The proposed SHS-based framework unifies the analysis of a variety of previously studied reward models. We illustrate the application of the framework to performability analysis via analytical and numerical examples.National Science Foundation / CMG-0934491Ope
A Stochastic Hybrid Systems Framework for Analysis of Markov Reward Models
In this paper, we propose a framework to analyze Markov reward models, which are commonly used in system performability analysis. The framework builds on a set of analytical tools developed for a class of stochastic processes referred to as āStochastic Hybrid Systems (SHS).ā The state space of an SHS is composed of: i) a discrete state that describes the possible configurations/modes that a system can adopt, which includes the nominal (non-faulty) operational mode, but also those operational modes that arise due to component faults, and ii) a continuous state that describes the reward. Discrete state transitions are stochastic, and governed by transition rates that are (in general) a function of time and the value of the continuous state. The evolution of the continuous state is described by a stochastic differential equation, and reward measures are defined as functions of the continuous state. Additionally, each transition is associated with a reset map that defines the mapping between the pre- and post-transition values of the discrete and continuous states; these mappings enable the definition of impulses and losses in the reward. The proposed SHS-based framework unifies the analysis of a variety of previously studied reward models. We illustrate the application of the framework to performability analysis via analytical and numerical examples.National Science Foundation / CMG-0934491Ope
New insights on stochastic reachability
In this paper, we give new characterizations of the stochastic reachability problem for stochastic hybrid systems in the language of different theories that can be employed in studying stochastic processes (Markov processes, potential theory, optimal control). These characterizations are further used to obtain the probabilities involved in the context of stochastic reachability as viscosity solutions of some variational inequalities
Different Approaches on Stochastic Reachability as an Optimal Stopping Problem
Reachability analysis is the core of model checking of time systems. For
stochastic hybrid systems, this safety verification method is very little supported mainly
because of complexity and difficulty of the associated mathematical problems. In this
paper, we develop two main directions of studying stochastic reachability as an optimal
stopping problem. The first approach studies the hypotheses for the dynamic programming
corresponding with the optimal stopping problem for stochastic hybrid systems.
In the second approach, we investigate the reachability problem considering approximations
of stochastic hybrid systems. The main difficulty arises when we have to prove the
convergence of the value functions of the approximating processes to the value function
of the initial process. An original proof is provided
Transient Reward Approximation for Continuous-Time Markov Chains
We are interested in the analysis of very large continuous-time Markov chains
(CTMCs) with many distinct rates. Such models arise naturally in the context of
reliability analysis, e.g., of computer network performability analysis, of
power grids, of computer virus vulnerability, and in the study of crowd
dynamics. We use abstraction techniques together with novel algorithms for the
computation of bounds on the expected final and accumulated rewards in
continuous-time Markov decision processes (CTMDPs). These ingredients are
combined in a partly symbolic and partly explicit (symblicit) analysis
approach. In particular, we circumvent the use of multi-terminal decision
diagrams, because the latter do not work well if facing a large number of
different rates. We demonstrate the practical applicability and efficiency of
the approach on two case studies.Comment: Accepted for publication in IEEE Transactions on Reliabilit
Stochastic Tools for Network Intrusion Detection
With the rapid development of Internet and the sharp increase of network
crime, network security has become very important and received a lot of
attention. We model security issues as stochastic systems. This allows us to
find weaknesses in existing security systems and propose new solutions.
Exploring the vulnerabilities of existing security tools can prevent
cyber-attacks from taking advantages of the system weaknesses. We propose a
hybrid network security scheme including intrusion detection systems (IDSs) and
honeypots scattered throughout the network. This combines the advantages of two
security technologies. A honeypot is an activity-based network security system,
which could be the logical supplement of the passive detection policies used by
IDSs. This integration forces us to balance security performance versus cost by
scheduling device activities for the proposed system. By formulating the
scheduling problem as a decentralized partially observable Markov decision
process (DEC-POMDP), decisions are made in a distributed manner at each device
without requiring centralized control. The partially observable Markov decision
process (POMDP) is a useful choice for controlling stochastic systems. As a
combination of two Markov models, POMDPs combine the strength of hidden Markov
Model (HMM) (capturing dynamics that depend on unobserved states) and that of
Markov decision process (MDP) (taking the decision aspect into account).
Decision making under uncertainty is used in many parts of business and
science.We use here for security tools.We adopt a high-quality approximation
solution for finite-space POMDPs with the average cost criterion, and their
extension to DEC-POMDPs. We show how this tool could be used to design a
network security framework.Comment: Accepted by International Symposium on Sensor Networks, Systems and
Security (2017
Markov Decision Processes with Applications in Wireless Sensor Networks: A Survey
Wireless sensor networks (WSNs) consist of autonomous and resource-limited
devices. The devices cooperate to monitor one or more physical phenomena within
an area of interest. WSNs operate as stochastic systems because of randomness
in the monitored environments. For long service time and low maintenance cost,
WSNs require adaptive and robust methods to address data exchange, topology
formulation, resource and power optimization, sensing coverage and object
detection, and security challenges. In these problems, sensor nodes are to make
optimized decisions from a set of accessible strategies to achieve design
goals. This survey reviews numerous applications of the Markov decision process
(MDP) framework, a powerful decision-making tool to develop adaptive algorithms
and protocols for WSNs. Furthermore, various solution methods are discussed and
compared to serve as a guide for using MDPs in WSNs
Solving Factored MDPs with Hybrid State and Action Variables
Efficient representations and solutions for large decision problems with
continuous and discrete variables are among the most important challenges faced
by the designers of automated decision support systems. In this paper, we
describe a novel hybrid factored Markov decision process (MDP) model that
allows for a compact representation of these problems, and a new hybrid
approximate linear programming (HALP) framework that permits their efficient
solutions. The central idea of HALP is to approximate the optimal value
function by a linear combination of basis functions and optimize its weights by
linear programming. We analyze both theoretical and computational aspects of
this approach, and demonstrate its scale-up potential on several hybrid
optimization problems
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