Computing Quantiles in Markov Reward Models

Probabilistic model checking mainly concentrates on techniques for reasoning about the probabilities of certain path properties or expected values of certain random variables. For the quantitative system analysis, however, there is also another type of interesting performance measure, namely quantiles. A typical quantile query takes as input a lower probability bound p and a reachability property. The task is then to compute the minimal reward bound r such that with probability at least p the target set will be reached before the accumulated reward exceeds r. Quantiles are well-known from mathematical statistics, but to the best of our knowledge they have not been addressed by the model checking community so far. In this paper, we study the complexity of quantile queries for until properties in discrete-time finite-state Markov decision processes with non-negative rewards on states. We show that qualitative quantile queries can be evaluated in polynomial time and present an exponential algorithm for the evaluation of quantitative quantile queries. For the special case of Markov chains, we show that quantitative quantile queries can be evaluated in time polynomial in the size of the chain and the maximum reward.Comment: 17 pages, 1 figure; typo in example correcte

Real-time and Probabilistic Temporal Logics: An Overview

Over the last two decades, there has been an extensive study on logical formalisms for specifying and verifying real-time systems. Temporal logics have been an important research subject within this direction. Although numerous logics have been introduced for the formal specification of real-time and complex systems, an up to date comprehensive analysis of these logics does not exist in the literature. In this paper we analyse real-time and probabilistic temporal logics which have been widely used in this field. We extrapolate the notions of decidability, axiomatizability, expressiveness, model checking, etc. for each logic analysed. We also provide a comparison of features of the temporal logics discussed

A formal language towards the unification of model checking and performance evaluation

In computer science, model checking refers to a computation process that, given a formal structure, checks whether the structure satisfies a logic formula which encodes certain properties. If the structure is a discrete state system and the interested properties depend only on which states to be reached, not on the time or probability to reach them, traditional temporal logics such as linear temporal logic (LTL) and computation tree logic (CTL) are powerful mathematical formalisms that can express properties such as \u27\u27no collision shall occur in a traffic light control system\u27\u27, or \u27\u27eventually, a service is completed\u27\u27. To express performance-dependability related properties over discrete state stochastic systems, these logics have evolved into quantitative model checking logics such as probabilistic linear temporal logic (PLTL), probabilistic computation tree logic (PCTL), and computation tree stochastic logic (CSL), etc., and can express properties such as ``with probability at least 0.98, the system will not reach a deadlock state before time 100\u27\u27. While these logics and their model checking algorithms are powerful, they are inadequate in expressing complex performance measures, either because they are limited to producing only true/false responses (although in practice, a real valued response can sometimes be obtained for the outer-most path quantifier), or the computational complexity is too expensive to be practical. To address these limitations, for this PhD work, we propose a novel mechanism with the following research aims: 1) Define general specification formalisms to express performance queries in real values while retaining the ability to express temporal properties. 2) Develop efficient mathematical algorithms for the proposed formalisms. 3)Implement the approach in tools and experiment on large-scaled Markov models for the analysis of example queries

Formal Methods for Probabilistic Energy Models

The energy consumption that arises from the utilisation of information processing systems adds a significant contribution to environmental pollution and has a big share of operation costs. This entails that we need to find ways to reduce the energy consumption of such systems. When trying to save energy it is important to ensure that the utility (e.g., user experience) of a system is not unnecessarily degraded, requiring a careful trade-off analysis between the consumed energy and the resulting utility. Therefore, research on energy efficiency has become a very active and important research topic that concerns many different scientific areas, and is as well of interest for industrial companies. The concept of quantiles is already well-known in mathematical statistics, but its benefits for the formal quantitative analysis of probabilistic systems have been noticed only recently. For instance, with the help of quantiles it is possible to reason about the minimal energy that is required to obtain a desired system behaviour in a satisfactory manner, e.g., a required user experience will be achieved with a sufficient probability. Quantiles also allow the determination of the maximal utility that can be achieved with a reasonable probability while staying within a given energy budget. As those examples illustrate important measures that are of interest when analysing energy-aware systems, it is clear that it is beneficial to extend formal analysis-methods with possibilities for the calculation of quantiles. In this monograph, we will see how we can take advantage of those quantiles as an instrument for analysing the trade-off between energy and utility in the field of probabilistic model checking. Therefore, we present algorithms for their computation over Markovian models. We will further investigate different techniques in order to improve the computational performance of implementations of those algorithms. The main feature that enables those improvements takes advantage of the specific characteristics of the linear programs that need to be solved for the computation of quantiles. Those improved algorithms have been implemented and integrated into the well-known probabilistic model checker PRISM. The performance of this implementation is then demonstrated by means of different protocols with an emphasis on the trade-off between the consumed energy and the resulting utility. Since the introduced methods are not restricted to the case of an energy-utility analysis only, the proposed framework can be used for analysing the interplay of cost and its resulting benefit in general.:1 Introduction 1.1 Related work 1.2 Contribution and outline 2 Preliminaries 3 Reward-bounded reachability properties and quantiles 3.1 Essentials 3.2 Dualities 3.3 Upper-reward bounded quantiles 3.3.1 Precomputation 3.3.2 Computation scheme 3.3.3 Qualitative quantiles 3.4 Lower-reward bounded quantiles 3.4.1 Precomputation 3.4.2 Computation scheme 3.5 Energy-utility quantiles 3.6 Quantiles under side conditions 3.6.1 Upper reward bounds 3.6.2 Lower reward bounds 3.6.2.1 Maximal reachability probabilities 3.6.2.2 Minimal reachability probabilities 3.7 Reachability quantiles and continuous time 3.7.1 Dualities 4 Expectation Quantiles 4.1 Computation scheme 4.2 Arbitrary models 4.2.1 Existential expectation quantiles 4.2.2 Universal expectation quantiles 5 Implementation 5.1 Computation optimisations 5.1.1 Back propagation 5.1.2 Reward window 5.1.3 Topological sorting of zero-reward sub-MDPs 5.1.4 Parallel computations 5.1.5 Multi-thresholds 5.1.6 Multi-state solution methods 5.1.7 Storage for integer sets 5.1.8 Elimination of zero-reward self-loops 5.2 Integration in Prism 5.2.1 Computation of reward-bounded reachability probabilities 5.2.2 Computation of quantiles in CTMCs 6 Analysed Protocols 6.1 Prism Benchmark Suite 6.1.1 Self-Stabilising Protocol 6.1.2 Leader-Election Protocol 6.1.3 Randomised Consensus Shared Coin Protocol 6.2 Energy-Aware Protocols 6.2.1 Energy-Aware Job-Scheduling Protocol 6.2.1.1 Energy-Aware Job-Scheduling Protocol with side conditions 6.2.1.2 Energy-Aware Job-Scheduling Protocol and expectation quantiles 6.2.1.3 Multiple shared resources 6.2.2 Energy-Aware Bonding Network Device (eBond) 6.2.3 HAECubie Demonstrator 6.2.3.1 Operational behaviour of the protocol 6.2.3.2 Formal analysis 7 Conclusion 7.1 Classification 7.2 Future prospects Bibliography List of Figures List of Table

Model Checking Durational Probabilistic Systems

Abstract. We consider model-checking algorithms for durational probabilistic systems, which are systems exhibiting nondeterministic, probabilistic and discrete-timed behaviour. We present two semantics for durational probabilistic systems, and show how formulae of the probabilistic and timed temporal logic PTCTL can be verified on such systems. We also address complexity issues, in particular identifying the cases in which model checking durational probabilistic systems is harder than verifying non-probabilistic durational systems.

Model Checking Durational Probabilistic Systems against Probabilistic Linear Duration Invariants

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