1,692 research outputs found
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
Approximating Euclidean by Imprecise Markov Decision Processes
Euclidean Markov decision processes are a powerful tool for modeling control
problems under uncertainty over continuous domains. Finite state imprecise,
Markov decision processes can be used to approximate the behavior of these
infinite models. In this paper we address two questions: first, we investigate
what kind of approximation guarantees are obtained when the Euclidean process
is approximated by finite state approximations induced by increasingly fine
partitions of the continuous state space. We show that for cost functions over
finite time horizons the approximations become arbitrarily precise. Second, we
use imprecise Markov decision process approximations as a tool to analyse and
validate cost functions and strategies obtained by reinforcement learning. We
find that, on the one hand, our new theoretical results validate basic design
choices of a previously proposed reinforcement learning approach. On the other
hand, the imprecise Markov decision process approximations reveal some
inaccuracies in the learned cost functions
CTMCs with Imprecisely Timed Observations
Labeled continuous-time Markov chains (CTMCs) describe processes subject to
random timing and partial observability. In applications such as runtime
monitoring, we must incorporate past observations. The timing of these
observations matters but may be uncertain. Thus, we consider a setting in which
we are given a sequence of imprecisely timed labels called the evidence. The
problem is to compute reachability probabilities, which we condition on this
evidence. Our key contribution is a method that solves this problem by
unfolding the CTMC states over all possible timings for the evidence. We
formalize this unfolding as a Markov decision process (MDP) in which each
timing for the evidence is reflected by a scheduler. This MDP has infinitely
many states and actions in general, making a direct analysis infeasible. Thus,
we abstract the continuous MDP into a finite interval MDP (iMDP) and develop an
iterative refinement scheme to upper-bound conditional probabilities in the
CTMC. We show the feasibility of our method on several numerical benchmarks and
discuss key challenges to further enhance the performance.Comment: Extended version (with appendix) of the paper accepted at TACAS 202
Aggregation and Control of Populations of Thermostatically Controlled Loads by Formal Abstractions
This work discusses a two-step procedure, based on formal abstractions, to
generate a finite-space stochastic dynamical model as an aggregation of the
continuous temperature dynamics of a homogeneous population of Thermostatically
Controlled Loads (TCL). The temperature of a single TCL is described by a
stochastic difference equation and the TCL status (ON, OFF) by a deterministic
switching mechanism. The procedure is formal as it allows the exact
quantification of the error introduced by the abstraction -- as such it builds
and improves on a known, earlier approximation technique in the literature.
Further, the contribution discusses the extension to the case of a
heterogeneous population of TCL by means of two approaches resulting in the
notion of approximate abstractions. It moreover investigates the problem of
global (population-level) regulation and load balancing for the case of TCL
that are dependent on a control input. The procedure is tested on a case study
and benchmarked against the mentioned alternative approach in the literature.Comment: 40 pages, 21 figures; the paper generalizes the result of conference
publication: S. Esmaeil Zadeh Soudjani and A. Abate, "Aggregation of
Thermostatically Controlled Loads by Formal Abstractions," Proceedings of the
European Control Conference 2013, pp. 4232-4237. version 2: added references
for section
When are Stochastic Transition Systems Tameable?
A decade ago, Abdulla, Ben Henda and Mayr introduced the elegant concept of
decisiveness for denumerable Markov chains [1]. Roughly speaking, decisiveness
allows one to lift most good properties from finite Markov chains to
denumerable ones, and therefore to adapt existing verification algorithms to
infinite-state models. Decisive Markov chains however do not encompass
stochastic real-time systems, and general stochastic transition systems (STSs
for short) are needed. In this article, we provide a framework to perform both
the qualitative and the quantitative analysis of STSs. First, we define various
notions of decisiveness (inherited from [1]), notions of fairness and of
attractors for STSs, and make explicit the relationships between them. Then, we
define a notion of abstraction, together with natural concepts of soundness and
completeness, and we give general transfer properties, which will be central to
several verification algorithms on STSs. We further design a generic
construction which will be useful for the analysis of {\omega}-regular
properties, when a finite attractor exists, either in the system (if it is
denumerable), or in a sound denumerable abstraction of the system. We next
provide algorithms for qualitative model-checking, and generic approximation
procedures for quantitative model-checking. Finally, we instantiate our
framework with stochastic timed automata (STA), generalized semi-Markov
processes (GSMPs) and stochastic time Petri nets (STPNs), three models
combining dense-time and probabilities. This allows us to derive decidability
and approximability results for the verification of these models. Some of these
results were known from the literature, but our generic approach permits to
view them in a unified framework, and to obtain them with less effort. We also
derive interesting new approximability results for STA, GSMPs and STPNs.Comment: 77 page
Finite-State Abstractions for Probabilistic Computation Tree Logic
Probabilistic Computation Tree Logic (PCTL) is the established temporal
logic for probabilistic verification of discrete-time Markov chains. Probabilistic
model checking is a technique that verifies or refutes whether a property
specified in this logic holds in a Markov chain. But Markov chains are often
infinite or too large for this technique to apply. A standard solution to
this problem is to convert the Markov chain to an abstract model and to
model check that abstract model. The problem this thesis therefore studies
is whether or when such finite abstractions of Markov chains for model
checking PCTL exist.
This thesis makes the following contributions. We identify a sizeable fragment
of PCTL for which 3-valued Markov chains can serve as finite abstractions;
this fragment is maximal for those abstractions and subsumes many
practically relevant specifications including, e.g., reachability. We also develop
game-theoretic foundations for the semantics of PCTL over Markov
chains by capturing the standard PCTL semantics via a two-player games.
These games, finally, inspire a notion of p-automata, which accept entire
Markov chains. We show that p-automata subsume PCTL and Markov
chains; that their languages of Markov chains have pleasant closure properties;
and that the complexity of deciding acceptance matches that of probabilistic
model checking for p-automata representing PCTL formulae. In addition,
we offer a simulation between p-automata that under-approximates
language containment. These results then allow us to show that p-automata
comprise a solution to the problem studied in this thesis
Decisiveness of Stochastic Systems and its Application to Hybrid Models (Full Version)
In [ABM07], Abdulla et al. introduced the concept of decisiveness, an
interesting tool for lifting good properties of finite Markov chains to
denumerable ones. Later, this concept was extended to more general stochastic
transition systems (STSs), allowing the design of various verification
algorithms for large classes of (infinite) STSs. We further improve the
understanding and utility of decisiveness in two ways. First, we provide a
general criterion for proving decisiveness of general STSs. This criterion,
which is very natural but whose proof is rather technical, (strictly)
generalizes all known criteria from the literature. Second, we focus on
stochastic hybrid systems (SHSs), a stochastic extension of hybrid systems. We
establish the decisiveness of a large class of SHSs and, under a few classical
hypotheses from mathematical logic, we show how to decide reachability problems
in this class, even though they are undecidable for general SHSs. This provides
a decidable stochastic extension of o-minimal hybrid systems.
[ABM07] Parosh A. Abdulla, Noomene Ben Henda, and Richard Mayr. 2007.
Decisive Markov Chains. Log. Methods Comput. Sci. 3, 4 (2007).Comment: Full version of GandALF 2020 paper (arXiv:2001.04347v2), updated
version of arXiv:2001.04347v1. 30 pages, 6 figure
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