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

Average-energy games

Two-player quantitative zero-sum games provide a natural framework to synthesize controllers with performance guarantees for reactive systems within an uncontrollable environment. Classical settings include mean-payoff games, where the objective is to optimize the long-run average gain per action, and energy games, where the system has to avoid running out of energy. We study average-energy games, where the goal is to optimize the long-run average of the accumulated energy. We show that this objective arises naturally in several applications, and that it yields interesting connections with previous concepts in the literature. We prove that deciding the winner in such games is in NP inter coNP and at least as hard as solving mean-payoff games, and we establish that memoryless strategies suffice to win. We also consider the case where the system has to minimize the average-energy while maintaining the accumulated energy within predefined bounds at all times: this corresponds to operating with a finite-capacity storage for energy. We give results for one-player and two-player games, and establish complexity bounds and memory requirements.Comment: In Proceedings GandALF 2015, arXiv:1509.0685

Limit Your Consumption! Finding Bounds in Average-energy Games

Energy games are infinite two-player games played in weighted arenas with quantitative objectives that restrict the consumption of a resource modeled by the weights, e.g., a battery that is charged and drained. Typically, upper and/or lower bounds on the battery capacity are part of the problem description. Here, we consider the problem of determining upper bounds on the average accumulated energy or on the capacity while satisfying a given lower bound, i.e., we do not determine whether a given bound is sufficient to meet the specification, but if there exists a sufficient bound to meet it. In the classical setting with positive and negative weights, we show that the problem of determining the existence of a sufficient bound on the long-run average accumulated energy can be solved in doubly-exponential time. Then, we consider recharge games: here, all weights are negative, but there are recharge edges that recharge the energy to some fixed capacity. We show that bounding the long-run average energy in such games is complete for exponential time. Then, we consider the existential version of the problem, which turns out to be solvable in polynomial time: here, we ask whether there is a recharge capacity that allows the system player to win the game. We conclude by studying tradeoffs between the memory needed to implement strategies and the bounds they realize. We give an example showing that memory can be traded for bounds and vice versa. Also, we show that increasing the capacity allows to lower the average accumulated energy.Comment: In Proceedings QAPL'16, arXiv:1610.0769

Quantitative games with interval objectives

Traditionally quantitative games such as mean-payoff games and discount sum games have two players -- one trying to maximize the payoff, the other trying to minimize it. The associated decision problem, "Can Eve (the maximizer) achieve, for example, a positive payoff?" can be thought of as one player trying to attain a payoff in the interval $(0,\infty)$. In this paper we consider the more general problem of determining if a player can attain a payoff in a finite union of arbitrary intervals for various payoff functions (liminf, mean-payoff, discount sum, total sum). In particular this includes the interesting exact-value problem, "Can Eve achieve a payoff of exactly (e.g.) 0?"Comment: Full version of CONCUR submissio

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

Model Checking Probabilistic Real-Time Properties for Service-Oriented Systems with Service Level Agreements

The assurance of quality of service properties is an important aspect of service-oriented software engineering. Notations for so-called service level agreements (SLAs), such as the Web Service Level Agreement (WSLA) language, provide a formal syntax to specify such assurances in terms of (legally binding) contracts between a service provider and a customer. On the other hand, formal methods for verification of probabilistic real-time behavior have reached a level of expressiveness and efficiency which allows to apply them in real-world scenarios. In this paper, we suggest to employ the recently introduced model of Interval Probabilistic Timed Automata (IPTA) for formal verification of QoS properties of service-oriented systems. Specifically, we show that IPTA in contrast to Probabilistic Timed Automata (PTA) are able to capture the guarantees specified in SLAs directly. A particular challenge in the analysis of IPTA is the fact that their naive semantics usually yields an infinite set of states and infinitely-branching transitions. However, using symbolic representations, IPTA can be analyzed rather efficiently. We have developed the first implementation of an IPTA model checker by extending the PRISM tool and show that model checking IPTA is only slightly more expensive than model checking comparable PTA.Comment: In Proceedings INFINITY 2011, arXiv:1111.267

Probabilistic Timed Automata with Clock-Dependent Probabilities

Probabilistic timed automata are classical timed automata extended with discrete probability distributions over edges. We introduce clock-dependent probabilistic timed automata, a variant of probabilistic timed automata in which transition probabilities can depend linearly on clock values. Clock-dependent probabilistic timed automata allow the modelling of a continuous relationship between time passage and the likelihood of system events. We show that the problem of deciding whether the maximum probability of reaching a certain location is above a threshold is undecidable for clock-dependent probabilistic timed automata. On the other hand, we show that the maximum and minimum probability of reaching a certain location in clock-dependent probabilistic timed automata can be approximated using a region-graph-based approach.Comment: Full version of a paper published at RP 201