Probabilistic Reachability for Parametric Markov Models

Abstract. Given a parametric Markov model, we consider the problem of computing the formula expressing the probability of reaching a given set of states. To attack this principal problem, Daws has suggested to first convert the Markov chain into a finite automaton, from which a regular expression is computed. Afterwards, this expression is evaluated to a closed form expression representing the reachability probability. This paper investigates how this idea can be turned into an effective procedure. It turns out that the bottleneck lies in an exponential growth of the regular expression relative to the number of states. We therefore proceed differently, by tightly intertwining the regular expression computation with its evaluation. This allows us to arrive at an effective method that avoids the exponential blow up in most practical cases. We give a detailed account of the approach, also extending to parametric models with rewards and with non-determinism. Experimental evidence is provided, illustrating that our implementation provides meaningful insights on non-trivial models.

Probabilistic Reachability for Parametric Markov Models

Abstract. Given a parametric Markov model, we consider the problem of computing the rational function expressing the probability of reaching a given set of states. To attack this principal problem, Daws has suggested to first convert the Markov chain into a finite automaton, from which a regular expression is computed. Afterwards, this expression is evaluated to a closed form function representing the reachability probability. This paper investigates how this idea can be turned into an effective procedure. It turns out that the bottleneck lies in the growth of the regular expression relative to the number of states (nΘ(logn)). We therefore proceed differently, by tightly intertwining the regular expression computation with its evaluation. This allows us to arrive at an effective method that avoids this blow up in most practical cases. We give a detailed account of the approach, also extending to parametric models with rewards and with non-determinism. Experimental evidence is provided, illustrating that our implementation provides meaningful insights on non-trivial models.

Parameter-Independent Strategies for pMDPs via POMDPs

Markov Decision Processes (MDPs) are a popular class of models suitable for solving control decision problems in probabilistic reactive systems. We consider parametric MDPs (pMDPs) that include parameters in some of the transition probabilities to account for stochastic uncertainties of the environment such as noise or input disturbances. We study pMDPs with reachability objectives where the parameter values are unknown and impossible to measure directly during execution, but there is a probability distribution known over the parameter values. We study for the first time computing parameter-independent strategies that are expectation optimal, i.e., optimize the expected reachability probability under the probability distribution over the parameters. We present an encoding of our problem to partially observable MDPs (POMDPs), i.e., a reduction of our problem to computing optimal strategies in POMDPs. We evaluate our method experimentally on several benchmarks: a motivating (repeated) learner model; a series of benchmarks of varying configurations of a robot moving on a grid; and a consensus protocol.Comment: Extended version of a QEST 2018 pape

Bounded Model Checking for Probabilistic Programs

In this paper we investigate the applicability of standard model checking approaches to verifying properties in probabilistic programming. As the operational model for a standard probabilistic program is a potentially infinite parametric Markov decision process, no direct adaption of existing techniques is possible. Therefore, we propose an on-the-fly approach where the operational model is successively created and verified via a step-wise execution of the program. This approach enables to take key features of many probabilistic programs into account: nondeterminism and conditioning. We discuss the restrictions and demonstrate the scalability on several benchmarks

Reachability in Parametric Interval Markov Chains using Constraints

Parametric Interval Markov Chains (pIMCs) are a specification formalism that extend Markov Chains (MCs) and Interval Markov Chains (IMCs) by taking into account imprecision in the transition probability values: transitions in pIMCs are labeled with parametric intervals of probabilities. In this work, we study the difference between pIMCs and other Markov Chain abstractions models and investigate the two usual semantics for IMCs: once-and-for-all and at-every-step. In particular, we prove that both semantics agree on the maximal/minimal reachability probabilities of a given IMC. We then investigate solutions to several parameter synthesis problems in the context of pIMCs -- consistency, qualitative reachability and quantitative reachability -- that rely on constraint encodings. Finally, we propose a prototype implementation of our constraint encodings with promising results

Accelerating Parametric Probabilistic Verification

We present a novel method for computing reachability probabilities of parametric discrete-time Markov chains whose transition probabilities are fractions of polynomials over a set of parameters. Our algorithm is based on two key ingredients: a graph decomposition into strongly connected subgraphs combined with a novel factorization strategy for polynomials. Experimental evaluations show that these approaches can lead to a speed-up of up to several orders of magnitude in comparison to existing approache

Parametric LTL on Markov Chains

This paper is concerned with the verification of finite Markov chains against parametrized LTL (pLTL) formulas. In pLTL, the until-modality is equipped with a bound that contains variables; e.g., $\Diamond_{\le x}\ \varphi$ asserts that $\varphi$ holds within $x$ time steps, where $x$ is a variable on natural numbers. The central problem studied in this paper is to determine the set of parameter valuations $V_{\prec p} (\varphi)$ for which the probability to satisfy pLTL-formula $\varphi$ in a Markov chain meets a given threshold $\prec p$, where $\prec$ is a comparison on reals and $p$ a probability. As for pLTL determining the emptiness of $V_{> 0}(\varphi)$ is undecidable, we consider several logic fragments. We consider parametric reachability properties, a sub-logic of pLTL restricted to next and $\Diamond_{\le x}$, parametric B\"uchi properties and finally, a maximal subclass of pLTL for which emptiness of $V_{> 0}(\varphi)$ is decidable.Comment: TCS Track B 201