20 research outputs found
Probabilistic Bisimulations for PCTL Model Checking of Interval MDPs
Verification of PCTL properties of MDPs with convex uncertainties has been
investigated recently by Puggelli et al. However, model checking algorithms
typically suffer from state space explosion. In this paper, we address
probabilistic bisimulation to reduce the size of such an MDPs while preserving
PCTL properties it satisfies. We discuss different interpretations of
uncertainty in the models which are studied in the literature and that result
in two different definitions of bisimulations. We give algorithms to compute
the quotients of these bisimulations in time polynomial in the size of the
model and exponential in the uncertain branching. Finally, we show by a case
study that large models in practice can have small branching and that a
substantial state space reduction can be achieved by our approach.Comment: In Proceedings SynCoP 2014, arXiv:1403.784
Model Checking Algorithms for Markov Automata
Markov automata constitute a compositional modeling formalism spanning as special cases the models of discrete and continuous time Markov chains, as well as interactive Markov chains and probabilistic automata. This paper discusses the core algorithmic ingredients of a numerical model checking procedure for Markov automata with respect to a PCTL or CSL like temporal logic. The main challenge lies in the computation of time-bounded reachability probabilities, for which we provide a stable approximation scheme
Analysis of Timed and Long-Run Objectives for Markov Automata
Markov automata (MAs) extend labelled transition systems with random delays
and probabilistic branching. Action-labelled transitions are instantaneous and
yield a distribution over states, whereas timed transitions impose a random
delay governed by an exponential distribution. MAs are thus a nondeterministic
variation of continuous-time Markov chains. MAs are compositional and are used
to provide a semantics for engineering frameworks such as (dynamic) fault
trees, (generalised) stochastic Petri nets, and the Architecture Analysis &
Design Language (AADL). This paper considers the quantitative analysis of MAs.
We consider three objectives: expected time, long-run average, and timed
(interval) reachability. Expected time objectives focus on determining the
minimal (or maximal) expected time to reach a set of states. Long-run
objectives determine the fraction of time to be in a set of states when
considering an infinite time horizon. Timed reachability objectives are about
computing the probability to reach a set of states within a given time
interval. This paper presents the foundations and details of the algorithms and
their correctness proofs. We report on several case studies conducted using a
prototypical tool implementation of the algorithms, driven by the MAPA
modelling language for efficiently generating MAs.Comment: arXiv admin note: substantial text overlap with arXiv:1305.705
Modelling, reduction and analysis of Markov automata (extended version)
Markov automata (MA) constitute an expressive continuous-time compositional modelling formalism. They appear as semantic backbones for engineering frameworks including dynamic fault trees, Generalised Stochastic Petri Nets, and AADL. Their expressive power has thus far precluded them from effective analysis by probabilistic (and statistical) model checkers, stochastic game solvers, or analysis tools for Petri net-like formalisms. This paper presents the foundations and underlying algorithms for efficient MA modelling, reduction using static analysis, and most importantly, quantitative analysis. We also discuss implementation pragmatics of supporting tools and present several case studies demonstrating feasibility and usability of MA in practice
Finite horizon analysis of Markov automata
Markov automata constitute an expressive continuous-time compositional modelling formalism, featuring stochastic timing and nondeterministic as well as probabilistic branching, all supported in one model. They span as special cases, the models of discrete and continuous-time Markov chains, as well as interactive Markov chains and probabilistic automata. Moreover, they might be equipped with reward and resource structures in order to be used for analysing quantitative aspects of systems, like performance metrics, energy consumption, repair and maintenance costs. Due to their expressive nature, they serve as semantic backbones of engineering frameworks, control applications and safety critical systems. The Architecture Analysis and Design Language (AADL), Dynamic Fault Trees (DFT) and Generalised Stochastic Petri Nets (GSPN) are just some examples. Their expressiveness thus far prevents them from efficient analysis by stochastic solvers and probabilistic model checkers. A major problem context of this thesis lies in their analysis under some budget constraints, i.e. when only a finite budget of resources can be spent by the model.
We study mathematical foundations of Markov automata since these are essential for the analysis addressed in this thesis. This includes, in particular, understanding their measurability and establishing their probability measure. Furthermore, we address the analysis of Markov automata in the presence of both reward acquisition and resource consumption within a finite budget of resources. More specifically, we put the problem of computing the optimal expected resource-bounded reward in our focus. In our general setting, we support transient, instantaneous and final reward collection as well as transient resource consumption. Our general formulation of the problem encompasses in particular the optimal time-bound reward and reachability as well as resource-bounded reachability. We develop a sound theory together with a stable approximation scheme with a strict error bound to solve the problem in an efficient way. We report on an implementation of our approach in a supporting tool and also demonstrate its effectiveness and usability over an extensive collection of industrial and academic case studies.Markov-Automaten bilden einen mächtigen Formalismus zur kompositionellen Modellierung mit kontinuierlicher stochastischer Zeit und nichtdeterministischer sowie probabilistischer Verzweigung, welche alle in einem Modell unterstützt werden. Sie enthalten als Spezialfälle die Modelle diskreter und kontinuierlicher Markov-Ketten sowie interaktive Markov-Ketten und probabilistischer Automaten. Darüber hinaus können sie mit Belohnungs- und Ressourcenstrukturen ausgestattet werden, um quantitative Aspekte von Systemen wie Leistungsfähigkeit, Energieverbrauch, Reparatur- und Wartungskosten zu analysieren. Sie dienen aufgrund ihrer Ausdruckskraft als semantisches Rückgrat von Engineering Frameworks, Steuerungsanwendungen und sicherheitskritischen Systemen. Die Architekturanalyse und Designsprache (AADL), Dynamic Fault Trees (DFT) und Generalized Stochastic Petri Nets (GSPN) sind nur einige Beispiele dafür. Ihre Aussagekraft verhindert jedoch bisher eine effiziente Analyse durch stochastische Löser und probabilistische Modellprüfer. Ein wichtiger Problemzusammenhang dieser Arbeit liegt in ihrer Analyse unter Budgetbeschränkungen, das heisst wenn nur ein begrenztes Budget an Ressourcen vom Modell aufgewendet werden kann.
Wir studieren mathematische Grundlagen von Markov-Automaten, da diese für die in dieser Arbeit angesprochene Analyse von wesentlicher Bedeutung sind. Dazu gehört insbesondere das Verständnis ihrer Messbarkeit und die Festlegung ihrer Wahrscheinlichkeitsmaßes. Darüber hinaus befassen wir uns mit der Analyse von Markov-Automaten in Bezug auf Belohnungserwerb sowie Ressourcenverbrauch innerhalb eines begrenzten Ressourcenbudgets. Genauer gesagt stellen wir das Problem der Berechnung der optimalen erwarteten Ressourcen-begrenzte Belohnung in unserem Fokus. Dieser Fokus umfasst transiente, sofortige und endgültige Belohnungssammlung sowie transienten Ressourcenverbrauch. Unsere allgemeine Formulierung des Problems beinhalet insbesondere die optimale zeitgebundene Belohnung und Erreichbarkeit sowie ressourcenbeschränkte Erreichbarkeit. Wir entwickeln die grundlegende Theorie dazu. Zur effizienten Lösung des Problems entwerfen wir ein stabilen Approximationsschema mit einer strikten Fehlerschranke. Wir berichten über eine Umsetzung unseres Ansatzes in einem Software-Werkzeug und zeigen seine Wirksamkeit und Verwendbarkeit anhand einer umfangreichen Sammlung von industriellen und akademischen Fallstudien
MeGARA: Menu-based Game Abstraction and Abstraction Refinement of Markov Automata
Markov automata combine continuous time, probabilistic transitions, and
nondeterminism in a single model. They represent an important and powerful way
to model a wide range of complex real-life systems. However, such models tend
to be large and difficult to handle, making abstraction and abstraction
refinement necessary. In this paper we present an abstraction and abstraction
refinement technique for Markov automata, based on the game-based and
menu-based abstraction of probabilistic automata. First experiments show that a
significant reduction in size is possible using abstraction.Comment: In Proceedings QAPL 2014, arXiv:1406.156
Modelling and analysis of Markov reward automata (extended version)
Costs and rewards are important ingredients for cyberphysical systems, modelling critical aspects like energy consumption, task completion, repair costs, and memory usage. This paper introduces Markov reward automata, an extension of Markov automata that allows the modelling of systems incorporating rewards (or costs) in addition to nondeterminism, discrete probabilistic choice and continuous stochastic timing. Rewards come in two flavours: action rewards, acquired instantaneously when taking a transition; and state rewards, acquired while residing in a state. We present algorithms to optimise three reward functions: the expected accumulative reward until a goal is reached; the expected accumulative reward until a certain time bound; and the long-run average reward. We have implemented these algorithms in the SCOOP/IMCA tool chain and show their feasibility via several case studies
New Examples of Flux Vacua
Type IIB toroidal orientifolds are among the earliest examples of flux vacua.
By applying T-duality, we construct the first examples of massive IIA flux
vacua with Minkowski space-times, along with new examples of type IIA flux
vacua. The backgrounds are surprisingly simple with no four-form flux at all.
They serve as illustrations of the ingredients needed to build type IIA and
massive IIA solutions with scale separation. To check that these backgrounds
are actually solutions, we formulate the complete set of type II supergravity
equations of motion in a very useful form that treats the R-R fields
democratically.Comment: 38 pages, LaTeX; references updated; additional minor comments added;
published versio
Analysis of Timed and Long-Run Objectives for Markov Automata
Markov automata (MAs) extend labelled transition systems with random delays
and probabilistic branching. Action-labelled transitions are instantaneous and
yield a distribution over states, whereas timed transitions impose a random
delay governed by an exponential distribution. MAs are thus a nondeterministic
variation of continuous-time Markov chains. MAs are compositional and are used
to provide a semantics for engineering frameworks such as (dynamic) fault
trees, (generalised) stochastic Petri nets, and the Architecture Analysis &
Design Language (AADL). This paper considers the quantitative analysis of MAs.
We consider three objectives: expected time, long-run average, and timed
(interval) reachability. Expected time objectives focus on determining the
minimal (or maximal) expected time to reach a set of states. Long-run
objectives determine the fraction of time to be in a set of states when
considering an infinite time horizon. Timed reachability objectives are about
computing the probability to reach a set of states within a given time
interval. This paper presents the foundations and details of the algorithms and
their correctness proofs. We report on several case studies conducted using a
prototypical tool implementation of the algorithms, driven by the MAPA
modelling language for efficiently generating MAs