Stochastic Timed Games Revisited

Stochastic timed games (STGs), introduced by Bouyer and Forejt, naturally generalize both continuous-time Markov chains and timed automata by providing a partition of the locations between those controlled by two players (Player Box and Player Diamond) with competing objectives and those governed by stochastic laws. Depending on the number of players - 2, 1, or 0 - subclasses of stochastic timed games are often classified as 2 1/2-player, 1 1/2-player, and 1/2-player games where the 1/2 symbolizes the presence of the stochastic "nature" player. For STGs with reachability objectives it is known that 1 1/2-player one-clock STGs are decidable for qualitative objectives, and that 2 1/2-player three-clock STGs are undecidable for quantitative reachability objectives. This paper further refines the gap in this decidability spectrum. We show that quantitative reachability objectives are already undecidable for 1 1/2 player four-clock STGs, and even under the time-bounded restriction for 2 1/2-player five-clock STGs. We also obtain a class of 1 1/2, 2 1/2 player STGs for which the quantitative reachability problem is decidable

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

Probabilistic Bisimulation: Naturally on Distributions

In contrast to the usual understanding of probabilistic systems as stochastic processes, recently these systems have also been regarded as transformers of probabilities. In this paper, we give a natural definition of strong bisimulation for probabilistic systems corresponding to this view that treats probability distributions as first-class citizens. Our definition applies in the same way to discrete systems as well as to systems with uncountable state and action spaces. Several examples demonstrate that our definition refines the understanding of behavioural equivalences of probabilistic systems. In particular, it solves a long-standing open problem concerning the representation of memoryless continuous time by memory-full continuous time. Finally, we give algorithms for computing this bisimulation not only for finite but also for classes of uncountably infinite systems

Optimizing Performance of Continuous-Time Stochastic Systems using Timeout Synthesis

We consider parametric version of fixed-delay continuous-time Markov chains (or equivalently deterministic and stochastic Petri nets, DSPN) where fixed-delay transitions are specified by parameters, rather than concrete values. Our goal is to synthesize values of these parameters that, for a given cost function, minimise expected total cost incurred before reaching a given set of target states. We show that under mild assumptions, optimal values of parameters can be effectively approximated using translation to a Markov decision process (MDP) whose actions correspond to discretized values of these parameters

Owen's coalitional value and aircraft landing fees

Air Transport;Game Theory

A guided tour of asynchronous cellular automata

Research on asynchronous cellular automata has received a great amount of attention these last years and has turned to a thriving field. We survey the recent research that has been carried out on this topic and present a wide state of the art where computing and modelling issues are both represented.Comment: To appear in the Journal of Cellular Automat