Confluence reduction for Markov automata

Markov automata are a novel formalism for specifying systems exhibiting nondeterminism, probabilistic choices and Markovian rates. Recently, the process algebra MAPA was introduced to efficiently model such systems. As always, the state space explosion threatens the analysability of the models generated by such specifications. We therefore introduce confluence reduction for Markov automata, a powerful reduction technique to keep these models small. We define the notion of confluence directly on Markov automata, and discuss how to syntactically detect confluence on the MAPA language as well. That way, Markov automata generated by MAPA specifications can be reduced on-the-fly while preserving divergence-sensitive branching bisimulation. Three case studies demonstrate the significance of our approach, with reductions in analysis time up to an order of magnitude

Confluence reduction for Markov automata (extended version)

Markov automata are a novel formalism for specifying systems exhibiting nondeterminism, probabilistic choices and Markovian rates. Recently, the process algebra MAPA was introduced to efficiently model such systems. As always, the state space explosion threatens the analysability of the models generated by such specifications. We therefore introduce confluence reduction for Markov automata, a powerful reduction technique to keep these models small. We define the notion of confluence directly on Markov automata, and discuss how to syntactically detect confluence on the MAPA language as well. That way, Markov automata generated by MAPA specifications can be reduced on-the-fly while preserving divergence-sensitive branching bisimulation. Three case studies demonstrate the significance of our approach, with reductions in analysis time up to an order of magnitude

Confluence versus Ample Sets in Probabilistic Branching Time

To improve the efficiency of model checking in general, and probabilistic model checking in particular, several reduction techniques have been introduced. Two of these, confluence reduction and partial-order reduction by means of ample sets, are based on similar principles, and both preserve branching-time properties for probabilistic models. Confluence reduction has been introduced for probabilistic automata, whereas ample set reduction has been introduced for Markov decision processes. In this presentation we will explore the relationship between confluence and ample sets. To this end, we redefine confluence reduction to handle MDPs. We show that all non-trivial ample sets consist of confluent transitions, but that the converse is not true. We also show that the two notions coincide if the definition of confluence is restricted, and point out the relevant parts where the two theories differ. The results we present also hold for non-probabilistic models, as our theorems can just as well be applied in a context where all transitions are non-probabilistic. To show a practical application of our results, we adapt a state space generation technique based on representative states, already known in combination with confluence reduction, so that it can also be applied with partial-order reduction

Modelling, reduction and analysis of Markov automata (extended version)

Markov automata (MA) constitute an expressive continuous-time compositional modelling formalism. They appear as semantic backbones for engineering frameworks including dynamic fault trees, Generalised Stochastic Petri Nets, and AADL. Their expressive power has thus far precluded them from effective analysis by probabilistic (and statistical) model checkers, stochastic game solvers, or analysis tools for Petri net-like formalisms. This paper presents the foundations and underlying algorithms for efficient MA modelling, reduction using static analysis, and most importantly, quantitative analysis. We also discuss implementation pragmatics of supporting tools and present several case studies demonstrating feasibility and usability of MA in practice

Confluence versus Ample Sets in Probabilistic Branching Time

To improve the efficiency of model checking in general, and probabilistic model checking in particular, several reduction techniques have been introduced. Two of these, confluence reduction and partial-order reduction by means of ample sets, are based on similar principles, and both preserve branching-time properties for probabilistic models. Confluence reduction has been introduced for probabilistic automata, whereas ample set reduction has been introduced for Markov decision processes. This paper explores the relationship between confluence and ample sets. To this end, we redefine confluence reduction to handle MDPs. We show that all non-trivial ample sets consist of confluent transitions, but that the converse is not true. We also show that the two notions coincide if the definition of confluence is restricted, and point out the relevant parts where the two theories differ. The results we present also hold for non-probabilistic models, as our theorems can just as well be applied in a context where all transitions are non-probabilistic. To show a practical application of our results, we adapt a state space generation technique based on representative states, already known in combination with confluence reduction, so that it can also be applied with partial-order reduction

MeGARA: Menu-based Game Abstraction and Abstraction Refinement of Markov Automata

Markov automata combine continuous time, probabilistic transitions, and nondeterminism in a single model. They represent an important and powerful way to model a wide range of complex real-life systems. However, such models tend to be large and difficult to handle, making abstraction and abstraction refinement necessary. In this paper we present an abstraction and abstraction refinement technique for Markov automata, based on the game-based and menu-based abstraction of probabilistic automata. First experiments show that a significant reduction in size is possible using abstraction.Comment: In Proceedings QAPL 2014, arXiv:1406.156

Analysis of Timed and Long-Run Objectives for Markov Automata

Markov automata (MAs) extend labelled transition systems with random delays and probabilistic branching. Action-labelled transitions are instantaneous and yield a distribution over states, whereas timed transitions impose a random delay governed by an exponential distribution. MAs are thus a nondeterministic variation of continuous-time Markov chains. MAs are compositional and are used to provide a semantics for engineering frameworks such as (dynamic) fault trees, (generalised) stochastic Petri nets, and the Architecture Analysis & Design Language (AADL). This paper considers the quantitative analysis of MAs. We consider three objectives: expected time, long-run average, and timed (interval) reachability. Expected time objectives focus on determining the minimal (or maximal) expected time to reach a set of states. Long-run objectives determine the fraction of time to be in a set of states when considering an infinite time horizon. Timed reachability objectives are about computing the probability to reach a set of states within a given time interval. This paper presents the foundations and details of the algorithms and their correctness proofs. We report on several case studies conducted using a prototypical tool implementation of the algorithms, driven by the MAPA modelling language for efficiently generating MAs.Comment: arXiv admin note: substantial text overlap with arXiv:1305.705

Expected-Delay-Summing Weak Bisimilarity for Markov Automata

A new weak bisimulation semantics is defined for Markov automata that, in addition to abstracting from internal actions, sums up the expected values of consecutive exponentially distributed delays possibly intertwined with internal actions. The resulting equivalence is shown to be a congruence with respect to parallel composition for Markov automata. Moreover, it turns out to be comparable with weak bisimilarity for timed labeled transition systems, thus constituting a step towards reconciling the semantics for stochastic time and deterministic time.Comment: In Proceedings QAPL 2015, arXiv:1509.0816

Explicit Model Checking of Very Large MDP using Partitioning and Secondary Storage

The applicability of model checking is hindered by the state space explosion problem in combination with limited amounts of main memory. To extend its reach, the large available capacities of secondary storage such as hard disks can be exploited. Due to the specific performance characteristics of secondary storage technologies, specialised algorithms are required. In this paper, we present a technique to use secondary storage for probabilistic model checking of Markov decision processes. It combines state space exploration based on partitioning with a block-iterative variant of value iteration over the same partitions for the analysis of probabilistic reachability and expected-reward properties. A sparse matrix-like representation is used to store partitions on secondary storage in a compact format. All file accesses are sequential, and compression can be used without affecting runtime. The technique has been implemented within the Modest Toolset. We evaluate its performance on several benchmark models of up to 3.5 billion states. In the analysis of time-bounded properties on real-time models, our method neutralises the state space explosion induced by the time bound in its entirety.Comment: The final publication is available at Springer via http://dx.doi.org/10.1007/978-3-319-24953-7_1

Extending Markov Automata with State and Action Rewards

This presentation introduces the Markov Reward Automaton (MRA), an extension of the Markov automaton that allows the modelling of systems incorporating rewards in addition to nondeterminism, discrete probabilistic choice and continuous stochastic timing. Our models support both rewards that are acquired instantaneously when taking certain transitions (action rewards) and rewards that are based on the duration that certain conditions hold (state rewards). In addition to introducing the MRA model, we extend the process-algebraic language MAPA to easily specify MRAs. Also, we provide algorithms for computing the expected reward until reaching one of a certain set of goal states, as well as the long-run average reward. We extended the MAMA tool chain (consisting of the tools SCOOP and IMCA) to implement the reward extension of MAPA and these algorithms