Compositional Verification and Optimization of Interactive Markov Chains

Interactive Markov chains (IMC) are compositional behavioural models extending labelled transition systems and continuous-time Markov chains. We provide a framework and algorithms for compositional verification and optimization of IMC with respect to time-bounded properties. Firstly, we give a specification formalism for IMC. Secondly, given a time-bounded property, an IMC component and the assumption that its unknown environment satisfies a given specification, we synthesize a scheduler for the component optimizing the probability that the property is satisfied in any such environment

Distributed Synthesis in Continuous Time

We introduce a formalism modelling communication of distributed agents strictly in continuous-time. Within this framework, we study the problem of synthesising local strategies for individual agents such that a specified set of goal states is reached, or reached with at least a given probability. The flow of time is modelled explicitly based on continuous-time randomness, with two natural implications: First, the non-determinism stemming from interleaving disappears. Second, when we restrict to a subclass of non-urgent models, the quantitative value problem for two players can be solved in EXPTIME. Indeed, the explicit continuous time enables players to communicate their states by delaying synchronisation (which is unrestricted for non-urgent models). In general, the problems are undecidable already for two players in the quantitative case and three players in the qualitative case. The qualitative undecidability is shown by a reduction to decentralized POMDPs for which we provide the strongest (and rather surprising) undecidability result so far

Finite horizon analysis of Markov automata

Markov automata constitute an expressive continuous-time compositional modelling formalism, featuring stochastic timing and nondeterministic as well as probabilistic branching, all supported in one model. They span as special cases, the models of discrete and continuous-time Markov chains, as well as interactive Markov chains and probabilistic automata. Moreover, they might be equipped with reward and resource structures in order to be used for analysing quantitative aspects of systems, like performance metrics, energy consumption, repair and maintenance costs. Due to their expressive nature, they serve as semantic backbones of engineering frameworks, control applications and safety critical systems. The Architecture Analysis and Design Language (AADL), Dynamic Fault Trees (DFT) and Generalised Stochastic Petri Nets (GSPN) are just some examples. Their expressiveness thus far prevents them from efficient analysis by stochastic solvers and probabilistic model checkers. A major problem context of this thesis lies in their analysis under some budget constraints, i.e. when only a finite budget of resources can be spent by the model. We study mathematical foundations of Markov automata since these are essential for the analysis addressed in this thesis. This includes, in particular, understanding their measurability and establishing their probability measure. Furthermore, we address the analysis of Markov automata in the presence of both reward acquisition and resource consumption within a finite budget of resources. More specifically, we put the problem of computing the optimal expected resource-bounded reward in our focus. In our general setting, we support transient, instantaneous and final reward collection as well as transient resource consumption. Our general formulation of the problem encompasses in particular the optimal time-bound reward and reachability as well as resource-bounded reachability. We develop a sound theory together with a stable approximation scheme with a strict error bound to solve the problem in an efficient way. We report on an implementation of our approach in a supporting tool and also demonstrate its effectiveness and usability over an extensive collection of industrial and academic case studies.Markov-Automaten bilden einen mächtigen Formalismus zur kompositionellen Modellierung mit kontinuierlicher stochastischer Zeit und nichtdeterministischer sowie probabilistischer Verzweigung, welche alle in einem Modell unterstützt werden. Sie enthalten als Spezialfälle die Modelle diskreter und kontinuierlicher Markov-Ketten sowie interaktive Markov-Ketten und probabilistischer Automaten. Darüber hinaus können sie mit Belohnungs- und Ressourcenstrukturen ausgestattet werden, um quantitative Aspekte von Systemen wie Leistungsfähigkeit, Energieverbrauch, Reparatur- und Wartungskosten zu analysieren. Sie dienen aufgrund ihrer Ausdruckskraft als semantisches Rückgrat von Engineering Frameworks, Steuerungsanwendungen und sicherheitskritischen Systemen. Die Architekturanalyse und Designsprache (AADL), Dynamic Fault Trees (DFT) und Generalized Stochastic Petri Nets (GSPN) sind nur einige Beispiele dafür. Ihre Aussagekraft verhindert jedoch bisher eine effiziente Analyse durch stochastische Löser und probabilistische Modellprüfer. Ein wichtiger Problemzusammenhang dieser Arbeit liegt in ihrer Analyse unter Budgetbeschränkungen, das heisst wenn nur ein begrenztes Budget an Ressourcen vom Modell aufgewendet werden kann. Wir studieren mathematische Grundlagen von Markov-Automaten, da diese für die in dieser Arbeit angesprochene Analyse von wesentlicher Bedeutung sind. Dazu gehört insbesondere das Verständnis ihrer Messbarkeit und die Festlegung ihrer Wahrscheinlichkeitsmaßes. Darüber hinaus befassen wir uns mit der Analyse von Markov-Automaten in Bezug auf Belohnungserwerb sowie Ressourcenverbrauch innerhalb eines begrenzten Ressourcenbudgets. Genauer gesagt stellen wir das Problem der Berechnung der optimalen erwarteten Ressourcen-begrenzte Belohnung in unserem Fokus. Dieser Fokus umfasst transiente, sofortige und endgültige Belohnungssammlung sowie transienten Ressourcenverbrauch. Unsere allgemeine Formulierung des Problems beinhalet insbesondere die optimale zeitgebundene Belohnung und Erreichbarkeit sowie ressourcenbeschränkte Erreichbarkeit. Wir entwickeln die grundlegende Theorie dazu. Zur effizienten Lösung des Problems entwerfen wir ein stabilen Approximationsschema mit einer strikten Fehlerschranke. Wir berichten über eine Umsetzung unseres Ansatzes in einem Software-Werkzeug und zeigen seine Wirksamkeit und Verwendbarkeit anhand einer umfangreichen Sammlung von industriellen und akademischen Fallstudien