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

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

PrIC3: Property Directed Reachability for MDPs

IC3 has been a leap forward in symbolic model checking. This paper proposes PrIC3 (pronounced pricy-three), a conservative extension of IC3 to symbolic model checking of MDPs. Our main focus is to develop the theory underlying PrIC3. Alongside, we present a first implementation of PrIC3 including the key ingredients from IC3 such as generalization, repushing, and propagation

Mean-Payoff Optimization in Continuous-Time Markov Chains with Parametric Alarms

Continuous-time Markov chains with alarms (ACTMCs) allow for alarm events that can be non-exponentially distributed. Within parametric ACTMCs, the parameters of alarm-event distributions are not given explicitly and can be subject of parameter synthesis. An algorithm solving the $\varepsilon$-optimal parameter synthesis problem for parametric ACTMCs with long-run average optimization objectives is presented. Our approach is based on reduction of the problem to finding long-run average optimal strategies in semi-Markov decision processes (semi-MDPs) and sufficient discretization of parameter (i.e., action) space. Since the set of actions in the discretized semi-MDP can be very large, a straightforward approach based on explicit action-space construction fails to solve even simple instances of the problem. The presented algorithm uses an enhanced policy iteration on symbolic representations of the action space. The soundness of the algorithm is established for parametric ACTMCs with alarm-event distributions satisfying four mild assumptions that are shown to hold for uniform, Dirac and Weibull distributions in particular, but are satisfied for many other distributions as well. An experimental implementation shows that the symbolic technique substantially improves the efficiency of the synthesis algorithm and allows to solve instances of realistic size.Comment: This article is a full version of a paper accepted to the Conference on Quantitative Evaluation of SysTems (QEST) 201

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

Formal analysis techniques for gossiping protocols

We give a survey of formal verification techniques that can be used to corroborate existing experimental results for gossiping protocols in a rigorous manner. We present properties of interest for gossiping protocols and discuss how various formal evaluation techniques can be employed to predict them

Zero-Reachability in Probabilistic Multi-Counter Automata

We study the qualitative and quantitative zero-reachability problem in probabilistic multi-counter systems. We identify the undecidable variants of the problems, and then we concentrate on the remaining two cases. In the first case, when we are interested in the probability of all runs that visit zero in some counter, we show that the qualitative zero-reachability is decidable in time which is polynomial in the size of a given pMC and doubly exponential in the number of counters. Further, we show that the probability of all zero-reaching runs can be effectively approximated up to an arbitrarily small given error epsilon > 0 in time which is polynomial in log(epsilon), exponential in the size of a given pMC, and doubly exponential in the number of counters. In the second case, we are interested in the probability of all runs that visit zero in some counter different from the last counter. Here we show that the qualitative zero-reachability is decidable and SquareRootSum-hard, and the probability of all zero-reaching runs can be effectively approximated up to an arbitrarily small given error epsilon > 0 (these result applies to pMC satisfying a suitable technical condition that can be verified in polynomial time). The proof techniques invented in the second case allow to construct counterexamples for some classical results about ergodicity in stochastic Petri nets.Comment: 20 page

STAMINA: Stochastic Approximate Model-Checker for Infinite-State Analysis

Reliable operation of every day use computing system, from simple coffee machines to complex flight controller system in an aircraft, is necessary to save time, money, and in some cases lives. System testing can check for the presence of unwanted execution but cannot guarantee the absence of such. Probabilistic model checking techniques have demonstrated significant potential in verifying performance and reliability of various systems whose execution are defined with likelihood. However, its inability to scale limits its applicability in practice. This thesis presents a new model checker, STAMINA, with efficient and scalable model truncation for probabilistic verification. STAMINA uses a novel model reduction technique generating a finite state representations of large systems that are amenable to existing probabilistic model checking techniques. The proposed method is evaluated on several benchmark examples. Comparisons with another state-of-art tool demonstrates both accuracy and efficiency of the presented method