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

Labelled transition systems as a Stone space

A fully abstract and universal domain model for modal transition systems and refinement is shown to be a maximal-points space model for the bisimulation quotient of labelled transition systems over a finite set of events. In this domain model we prove that this quotient is a Stone space whose compact, zero-dimensional, and ultra-metrizable Hausdorff topology measures the degree of bisimilarity such that image-finite labelled transition systems are dense. Using this compactness we show that the set of labelled transition systems that refine a modal transition system, its ''set of implementations'', is compact and derive a compactness theorem for Hennessy-Milner logic on such implementation sets. These results extend to systems that also have partially specified state propositions, unify existing denotational, operational, and metric semantics on partial processes, render robust consistency measures for modal transition systems, and yield an abstract interpretation of compact sets of labelled transition systems as Scott-closed sets of modal transition systems.Comment: Changes since v2: Metadata updat

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