skip to main content
research-article
Open Access

Cost vs. time in stochastic games and Markov automata

Authors Info & Claims
Published:01 July 2017Publication History
Skip Abstract Section

Abstract

Abstract

Costs and rewards are important tools for analysing quantitative aspects of models like energy consumption and costs of maintenance and repair. Under the assumption of transient costs, this paper considers the computation of expected cost-bounded rewards and cost-bounded reachability for Markov automata and Markov games. We provide a fixed point characterization of this class of properties under early schedulers. Additionally, we give a transformation to expected time-bounded rewards and time-bounded reachability, which can be computed by available algorithms. We prove the correctness of the transformation and show its effectiveness on a number of Markov automata case studies.

References

  1. ADD99 Ash RB, Doléans-Dade CA (1999) Probability & measure theory, 2nd edn. Academic Press, New YorkGoogle ScholarGoogle Scholar
  2. AHK03 Andova S, Hermanns H, Katoen JP (2003) Discrete-time rewards model-checked. In: Int’l conf. on formal modeling and analysis of timed systems (FORMATS). Lecture notes in computer science. vol 2791. Springer, Berlin, pp 88–104Google ScholarGoogle Scholar
  3. BCS10 Boudali HCrouzen PStoelinga MA rigorous, compositional, and extensible framework for dynamic fault tree analysisIEEE Tran Depend Sec Comput20107212814310.1109/TDSC.2009.45Google ScholarGoogle ScholarDigital LibraryDigital Library
  4. BDF81 Bruno JLDowney PJFrederickson GNSequencing tasks with exponential service times to minimize the expected flow time or makespanJ ACM198128110011360318510.1145/322234.3222420454.68016Google ScholarGoogle ScholarDigital LibraryDigital Library
  5. BFH+14 Braitling B, María Ferrer Fioriti L, Hatefi H, Wimmer R, Becker B, Hermanns H (2014) MeGARA: menu-based game abstraction refinement for Markov automata. In: Bertrand N, Bertolussi L (eds) Int’l workshop on quantitative aspects of programming languages and systems (QAPL). In: Electronic proceedings in theoretical computer science, vol 154. Open Publishing Association, Grenoble, pp 48–63Google ScholarGoogle Scholar
  6. BFH+15 Braitling B, María Ferrer FL, Hatefi H, Wimmer R, Hermanns H, Becker B (2015) Abstraction-based computation of reward measures for Markov automata. In: Int’l conf. on verification, model checking, and abstract interpretation (VMCAI). Lecture Notes in Computer Science, vol 8931. Springer, Berlin, pp 172–189Google ScholarGoogle Scholar
  7. BFK+13 Brázdil TForejt VKrcál JKretínský JKucera AContinuous-time stochastic games with time-bounded reachabilityInf Comput20132244670301645810.1016/j.ic.2013.01.0011264.91016Google ScholarGoogle ScholarDigital LibraryDigital Library
  8. BHHK00 Baier C, Haverkort BR, Hermanns H, Katoen JP (2000) On the logical characterisation of performability properties. In: Int’l colloquium on automata, languages, and programming (ICALP). In: Lecture notes in computer science, vol 1853. Springer, Berlin, pp 780–792Google ScholarGoogle Scholar
  9. BHHK08 Baier C, Haverkort BR, Hermanns H, Katoen JP (2008) Reachability in continuous-time Markov reward decision processes. In: Logic and automata: history and perspectives. Honor of Wolfgang Thomas. Texts in logic and games, vol 2. Amsterdam University Press, Amsterdam, pp 53–72Google ScholarGoogle Scholar
  10. BHHK15 Butkova Y, Hatefi H, Hermanns H, Krcál J (2015) Optimal continuous time Markov decisions. In: Finkbeiner B, Pu G, Zhang L (eds) Int’l symp. on automated technology for verification and analysis (ATVA). Lecture notes in computer science, vol 9364. Springer, Shanghai, pp 166–182Google ScholarGoogle Scholar
  11. BK08 Baier C, Katoen J-P (2008) Principles of model checking. The MIT Press, MassachusettsGoogle ScholarGoogle Scholar
  12. BS11 Buchholz PSchulz INumerical analysis of continuous time Markov decision processes over finite horizonsComput Oper Res2011383651659272616110.1016/j.cor.2010.08.0111206.90206Google ScholarGoogle ScholarDigital LibraryDigital Library
  13. CKKP05 Cloth L, Katoen J-P, Khattri M, Pulungan R (2005) Model checking Markov reward models with impulse rewards. In: Int’l conf. on dependable systems and networks (DSN). IEEE Computer Society, New York, pp 722–731Google ScholarGoogle Scholar
  14. EHKZ13 Eisentraut C, Hermanns H, Katoen J-P, Zhang L (2013) A semantics for every GSPN. In: Proc. of petri nets. Lecture notes in computer science, vol 7927. Springer, Berlin, pp 90–109Google ScholarGoogle Scholar
  15. EHZ10 Eisentraut C, Hermanns H, Zhang L (2010) On probabilistic automata in continuous time. In: Annual IEEE symp. on logic in computer science (LICS). IEEE Computer Society, New York, pp 342–351Google ScholarGoogle Scholar
  16. Fu14a Fu H (2014) Maximal cost-bounded reachability probability on continuous-time Markov decision processes. In: Int’l conf. on foundations of software science and computation structures (FoSSaCS). Lecture notes in computer science, vol 8412. Springer, Berlin, pp 73–87Google ScholarGoogle Scholar
  17. Fu14b Fu H (2014) Verifying probabilistic systems: new algorithms and complexity results. PhD thesis, RWTH Aachen UniversityGoogle ScholarGoogle Scholar
  18. GBK16 Gburek D, Baier C, Klüppelholz S (2016) Composition of stochastic transition systems based on spans and couplings. In: 43rd international colloquium on automata, languages, and programming, ICALP 2016, July 11–15, 2016, Rome, Italy, pp 102:1–102:15Google ScholarGoogle Scholar
  19. GHH+13 Guck D, Hatefi H, Hermanns H, Katoen J.-P. Timmer M (2013) Modelling, reduction and analysis of Markov automata. In: Int’l conf. on quantitative evaluation of systems (QEST). Lecture notes in computer science, vol 8054. Springer, Berlin, pp 55–71Google ScholarGoogle Scholar
  20. GHH+14 Guck D, Hatefi H, Hermanns H, Katoen JP, Timmer M (2014) Analysis of timed and long-run objectives for Markov automata. Logical Methods Comput Sci 10(3)Google ScholarGoogle Scholar
  21. GHKN12 Guck D, Han T, Katoen JP, Neuhäußer MR (2012) Quantitative timed analysis of interactive Markov chains. In: NASA formal methods symposium (NFM). Lecture notes in computer science, vol 7226. Springer, Berlin, pp 8–23Google ScholarGoogle Scholar
  22. GTH+14 Guck D, Timmer M, Hatefi H, Ruijters E, Stoelinga M (2014) Modelling and analysis of Markov reward automata. In: Int’l symp. on automated technology for verification and analysis (ATVA). Lecture notes in computer science, vol 8837. Springer, Berlin, pp 168–184Google ScholarGoogle Scholar
  23. HBW+15 Hatefi H, Braitling B, Wimmer R, María Ferrer Fioriti L, Hermanns H, Becker B (2015) Cost vs. time in stochastic games and Markov automata. In: Li X, Liu Z, Yi W (eds) int’l symp. on dependable software engineering: theory, tools and applications (SETTA). Lecture notes in computer science, vol 9409. Springer, Nanjing, pp 19–34Google ScholarGoogle Scholar
  24. Her02 Hermanns H (2002) Interactive Markov chains: the quest for quantified quality. In: Lecture notes in computer science, vol 2428. Springer, BerlinGoogle ScholarGoogle Scholar
  25. HH12 Hatefi H, Hermanns H (2012) Model checking algorithms for Markov automata. ECEASST 53Google ScholarGoogle Scholar
  26. Joh08 Johr S (2008) Model checking compositional Markov systems. PhD thesis, Saarland University, SaarbrückenGoogle ScholarGoogle Scholar
  27. Mil68 Miller BLFinite state continuous time Markov decision processes with a finite planning horizonSIAM J Control19686226628024115310.1137/03060200162.23302Google ScholarGoogle ScholarCross RefCross Ref
  28. Neu10 Neuhäußer MR (2010) Model checking nondeterministic and randomly timed systems. PhD thesis, RWTH Aachen University and University of TwenteGoogle ScholarGoogle Scholar
  29. NS03 Neyman ASorin SStochastic games and applications2003BerlinSpringer1093.91005Google ScholarGoogle ScholarCross RefCross Ref
  30. NZ10 Neuhäußer MR, Zhang L (2010) Time-bounded reachability probabilities in continuous-time Markov decision processes. In: Int’l conf. on quantitative evaluation of systems (QEST). IEEE Computer Society, New York, pp 209–218Google ScholarGoogle Scholar
  31. QQP01 Qiu QQu QPedram MStochastic modeling of a power-managed system-construction and optimizationIEEE Trans CAD Integrat Circ Syst200120101200121710.1109/43.952737Google ScholarGoogle ScholarDigital LibraryDigital Library
  32. SBGM00 Simunic T, Benini L, Glynn P.W, De Micheli G (2000) Dynamic power management for portable systems. In: Annual int’l conf. on mobile computing and networking (MOBICOM), Boston, MA, USA, August, pp 11–19Google ScholarGoogle Scholar
  33. Seg95 Segala R (1995) A compositional trace-based semantics for probabilistic automata. In: Int’l conf. on concurrency theory (CONCUR). Lecture notes in computer science, vol 962. Springer, Berlin, pp 234–248Google ScholarGoogle Scholar
  34. Sha53 Shapley LS (1953) Stochastic games. Proc Natl Acad Sci USA 39(10):1095Google ScholarGoogle Scholar
  35. Tar55 Tarski AA lattice-theoretical fixpoint theorem and its applicationsPac J Math1955522853097437610.2140/pjm.1955.5.2850064.26004Google ScholarGoogle ScholarCross RefCross Ref
  36. TKvdPS12 Timmer M, Katoen J-P van de Pol J, Stoelinga M (2012) Efficient modelling and generation of Markov automata. In: Int’l conf. on concurrency theory (CONCUR). Lecture notes in computer science, vol 7454. Springer, Berlin, pp 364–379Google ScholarGoogle Scholar
  37. TvdPS13 Timmer M, van de Pol J, Stoelinga M (2013) Confluence reduction for Markov automata. In: Int’l conf. on formal modeling and analysis of timed systems (FORMATS). Lecture notes in computer science, vol 8053. Springer, Berlin, pp 243–257Google ScholarGoogle Scholar
  38. WJ06 Wolovick N, Johr S (2006) A characterization of meaningful schedulers for continuous-time Markov decision processes. In: Asarin E, Bouyer P (eds) Int’l conf. on formal modeling and analysis of timed systems (FORMATS). Lecture notes in computer science, vol 4202. Springer, Paris, pp 352–367Google ScholarGoogle Scholar

Index Terms

  1. Cost vs. time in stochastic games and Markov automata
          Index terms have been assigned to the content through auto-classification.

          Recommendations

          Comments

          Login options

          Check if you have access through your login credentials or your institution to get full access on this article.

          Sign in

          Full Access

          PDF Format

          View or Download as a PDF file.

          PDF

          eReader

          View online with eReader.

          eReader