Parameter Synthesis for Markov Models

03/16/2019
by   Sebastian Junges, et al.
0

Markov chain analysis is a key technique in reliability engineering. A practical obstacle is that all probabilities in Markov models need to be known. However, system quantities such as failure rates or packet loss ratios, etc. are often not---or only partially---known. This motivates considering parametric models with transitions labeled with functions over parameters. Whereas traditional Markov chain analysis evaluates a reliability metric for a single, fixed set of probabilities, analysing parametric Markov models focuses on synthesising parameter values that establish a given reliability or performance specification φ. Examples are: what component failure rates ensure the probability of a system breakdown to be below 0.00000001?, or which failure rates maximise reliability? This paper presents various analysis algorithms for parametric Markov chains and Markov decision processes. We focus on three problems: (a) do all parameter values within a given region satisfy φ?, (b) which regions satisfy φ and which ones do not?, and (c) an approximate version of (b) focusing on covering a large fraction of all possible parameter values. We give a detailed account of the various algorithms, present a software tool realising these techniques, and report on an extensive experimental evaluation on benchmarks that span a wide range of applications.

READ FULL TEXT

page 4

page 11

page 25

page 27

page 33

research
07/14/2022

Parameter Synthesis in Markov Models: A Gentle Survey

This paper surveys the analysis of parametric Markov models whose transi...
research
10/24/2017

Permissive Finite-State Controllers of POMDPs using Parameter Synthesis

We study finite-state controllers (FSCs) for partially observable Markov...
research
07/19/2019

Are Parametric Markov Chains Monotonic?

This paper presents a simple algorithm to check whether reachability pro...
research
07/27/2022

Satisfiability Bounds for ω-Regular Properties in Bounded-Parameter Markov Decision Processes

We consider the problem of computing minimum and maximum probabilities o...
research
02/16/2023

MM Algorithms to Estimate Parameters in Continuous-time Markov Chains

Continuous-time Markov chains (CTMCs) are popular modeling formalism tha...
research
09/09/2022

A Software Package for Queueing Networks and Markov Chains analysis

Queueing networks and Markov chains are widely used for conducting perfo...
research
05/29/2021

Fine-Tuning the Odds in Bayesian Networks

This paper proposes various new analysis techniques for Bayes networks i...

Please sign up or login with your details

Forgot password? Click here to reset