Skip to main content

2018 | OriginalPaper | Buchkapitel

Synthesis in pMDPs: A Tale of 1001 Parameters

verfasst von : Murat Cubuktepe, Nils Jansen, Sebastian Junges, Joost-Pieter Katoen, Ufuk Topcu

Erschienen in: Automated Technology for Verification and Analysis

Verlag: Springer International Publishing

Aktivieren Sie unsere intelligente Suche, um passende Fachinhalte oder Patente zu finden.

search-config
loading …

Abstract

This paper considers parametric Markov decision processes (pMDPs) whose transitions are equipped with affine functions over a finite set of parameters. The synthesis problem is to find a parameter valuation such that the instantiated pMDP satisfies a (temporal logic) specification under all strategies. We show that this problem can be formulated as a quadratically-constrained quadratic program (QCQP) and is non-convex in general. To deal with the NP-hardness of such problems, we exploit a convex-concave procedure (CCP) to iteratively obtain local optima. An appropriate interplay between CCP solvers and probabilistic model checkers creates a procedure—realized in the tool PROPheSY—that solves the synthesis problem for models with thousands of parameters.

Sie haben noch keine Lizenz? Dann Informieren Sie sich jetzt über unsere Produkte:

Springer Professional "Wirtschaft+Technik"

Online-Abonnement

Mit Springer Professional "Wirtschaft+Technik" erhalten Sie Zugriff auf:

  • über 102.000 Bücher
  • über 537 Zeitschriften

aus folgenden Fachgebieten:

  • Automobil + Motoren
  • Bauwesen + Immobilien
  • Business IT + Informatik
  • Elektrotechnik + Elektronik
  • Energie + Nachhaltigkeit
  • Finance + Banking
  • Management + Führung
  • Marketing + Vertrieb
  • Maschinenbau + Werkstoffe
  • Versicherung + Risiko

Jetzt Wissensvorsprung sichern!

Springer Professional "Technik"

Online-Abonnement

Mit Springer Professional "Technik" erhalten Sie Zugriff auf:

  • über 67.000 Bücher
  • über 390 Zeitschriften

aus folgenden Fachgebieten:

  • Automobil + Motoren
  • Bauwesen + Immobilien
  • Business IT + Informatik
  • Elektrotechnik + Elektronik
  • Energie + Nachhaltigkeit
  • Maschinenbau + Werkstoffe




 

Jetzt Wissensvorsprung sichern!

Springer Professional "Wirtschaft"

Online-Abonnement

Mit Springer Professional "Wirtschaft" erhalten Sie Zugriff auf:

  • über 67.000 Bücher
  • über 340 Zeitschriften

aus folgenden Fachgebieten:

  • Bauwesen + Immobilien
  • Business IT + Informatik
  • Finance + Banking
  • Management + Führung
  • Marketing + Vertrieb
  • Versicherung + Risiko




Jetzt Wissensvorsprung sichern!

Literatur
1.
Zurück zum Zitat Aflaki, S., Volk, M., Bonakdarpour, B., Katoen, J.P., Storjohann, A.: Automated fine tuning of probabilistic self-stabilizing algorithms. In: SRDS, pp. 94–103. IEEE CS (2017) Aflaki, S., Volk, M., Bonakdarpour, B., Katoen, J.P., Storjohann, A.: Automated fine tuning of probabilistic self-stabilizing algorithms. In: SRDS, pp. 94–103. IEEE CS (2017)
3.
Zurück zum Zitat Amato, C., Bernstein, D.S., Zilberstein, S.: Solving POMDPs using quadratically constrained linear programs. In: AAMAS, pp. 341–343. ACM (2006) Amato, C., Bernstein, D.S., Zilberstein, S.: Solving POMDPs using quadratically constrained linear programs. In: AAMAS, pp. 341–343. ACM (2006)
4.
Zurück zum Zitat Baier, C., Katoen, J.P.: Principles of Model Checking. MIT Press, Cambridge (2008) Baier, C., Katoen, J.P.: Principles of Model Checking. MIT Press, Cambridge (2008)
6.
Zurück zum Zitat Boyd, S., Kim, S.J., Vandenberghe, L., Hassibi, A.: A tutorial on geometric programming. Optim. Eng. 8(1) (2007)MathSciNetCrossRef Boyd, S., Kim, S.J., Vandenberghe, L., Hassibi, A.: A tutorial on geometric programming. Optim. Eng. 8(1) (2007)MathSciNetCrossRef
7.
Zurück zum Zitat Boyd, S., Vandenberghe, L.: Convex Optimization. Cambridge University Press, New York (2004)CrossRef Boyd, S., Vandenberghe, L.: Convex Optimization. Cambridge University Press, New York (2004)CrossRef
8.
Zurück zum Zitat Burer, S., Saxena, A.: The MILP road to MIQCP. Mixed Integer Nonlinear Programming, pp. 373–405 (2012) Burer, S., Saxena, A.: The MILP road to MIQCP. Mixed Integer Nonlinear Programming, pp. 373–405 (2012)
9.
Zurück zum Zitat Calinescu, R., Ghezzi, C., Kwiatkowska, M., Mirandola, R.: Self-adaptive software needs quantitative verification at runtime. Commun. ACM 55(9), 69–77 (2012)CrossRef Calinescu, R., Ghezzi, C., Kwiatkowska, M., Mirandola, R.: Self-adaptive software needs quantitative verification at runtime. Commun. ACM 55(9), 69–77 (2012)CrossRef
10.
Zurück zum Zitat Chen, T., Hahn, E.M., Han, T., Kwiatkowska, M., Qu, H., Zhang, L.: Model repair for Markov decision processes. In: TASE, pp. 85–92. IEEE CS (2013) Chen, T., Hahn, E.M., Han, T., Kwiatkowska, M., Qu, H., Zhang, L.: Model repair for Markov decision processes. In: TASE, pp. 85–92. IEEE CS (2013)
11.
Zurück zum Zitat Cubuktepe, M., Jansen, N., Junges, S., Katoen, J.P., Topcu, U.: Synthesis in pMDPs: a tale of 1001 parameters. CoRR abs/1803.02884 (2018) Cubuktepe, M., Jansen, N., Junges, S., Katoen, J.P., Topcu, U.: Synthesis in pMDPs: a tale of 1001 parameters. CoRR abs/1803.02884 (2018)
16.
Zurück zum Zitat Diamond, S., Boyd, S.: CVXPY: a python-embedded modeling language for convex optimization. J. Mach. Learn. Res. 17(83), 1–5 (2016)MathSciNetMATH Diamond, S., Boyd, S.: CVXPY: a python-embedded modeling language for convex optimization. J. Mach. Learn. Res. 17(83), 1–5 (2016)MathSciNetMATH
17.
Zurück zum Zitat Duflot, M., et al.: Probabilistic model checking of the CSMA/CD protocol using PRISM and APMC. Electr. Notes TCS 128(6), 195–214 (2005)MATH Duflot, M., et al.: Probabilistic model checking of the CSMA/CD protocol using PRISM and APMC. Electr. Notes TCS 128(6), 195–214 (2005)MATH
18.
Zurück zum Zitat Filieri, A., Tamburrelli, G., Ghezzi, C.: Supporting self-adaptation via quantitative verification and sensitivity analysis at run time. IEEE Trans. Softw. Eng. 42(1), 75–99 (2016)CrossRef Filieri, A., Tamburrelli, G., Ghezzi, C.: Supporting self-adaptation via quantitative verification and sensitivity analysis at run time. IEEE Trans. Softw. Eng. 42(1), 75–99 (2016)CrossRef
19.
Zurück zum Zitat Gainer, P., Hahn, E.M., Schewe, S.: Incremental verification of parametric and reconfigurable Markov chains. CoRR abs/1804.01872 (2018) Gainer, P., Hahn, E.M., Schewe, S.: Incremental verification of parametric and reconfigurable Markov chains. CoRR abs/1804.01872 (2018)
22.
Zurück zum Zitat Hahn, E.M., Hermanns, H., Zhang, L.: Probabilistic reachability for parametric Markov models. STTT 13(1), 3–19 (2010)CrossRef Hahn, E.M., Hermanns, H., Zhang, L.: Probabilistic reachability for parametric Markov models. STTT 13(1), 3–19 (2010)CrossRef
24.
Zurück zum Zitat Hutschenreiter, L., Baier, C., Klein, J.: Parametric Markov chains: PCTL complexity and fraction-free Gaussian elimination. GandALF. EPTCS 256, 16–30 (2017)MathSciNetCrossRef Hutschenreiter, L., Baier, C., Klein, J.: Parametric Markov chains: PCTL complexity and fraction-free Gaussian elimination. GandALF. EPTCS 256, 16–30 (2017)MathSciNetCrossRef
26.
Zurück zum Zitat Junges, S., et al.: Finite-state controllers of POMDPs using parameter synthesis. In: UAI. AUAI Press, Canada (2018), to appear Junges, S., et al.: Finite-state controllers of POMDPs using parameter synthesis. In: UAI. AUAI Press, Canada (2018), to appear
28.
Zurück zum Zitat Lanotte, R., Maggiolo-Schettini, A., Troina, A.: Parametric probabilistic transition systems for system design and analysis. Form. Asp. Comput. 19(1), 93–109 (2007)CrossRef Lanotte, R., Maggiolo-Schettini, A., Troina, A.: Parametric probabilistic transition systems for system design and analysis. Form. Asp. Comput. 19(1), 93–109 (2007)CrossRef
29.
Zurück zum Zitat Linderoth, J.: A simplicial branch-and-bound algorithm for solving quadratically constrained quadratic programs. Math. Program. 103(2), 251–282 (2005)MathSciNetCrossRef Linderoth, J.: A simplicial branch-and-bound algorithm for solving quadratically constrained quadratic programs. Math. Program. 103(2), 251–282 (2005)MathSciNetCrossRef
30.
Zurück zum Zitat Lipp, T., Boyd, S.: Variations and extension of the convex-concave procedure. Optim. Eng. 17(2), 263–287 (2016)MathSciNetCrossRef Lipp, T., Boyd, S.: Variations and extension of the convex-concave procedure. Optim. Eng. 17(2), 263–287 (2016)MathSciNetCrossRef
31.
Zurück zum Zitat O’Donoghue, B., Chu, E., Parikh, N., Boyd, S.: Conic optimization via operator splitting and homogeneous self-dual embedding. J. Optim. Theory Appl. 169(3), 1042–1068 (2016)MathSciNetCrossRef O’Donoghue, B., Chu, E., Parikh, N., Boyd, S.: Conic optimization via operator splitting and homogeneous self-dual embedding. J. Optim. Theory Appl. 169(3), 1042–1068 (2016)MathSciNetCrossRef
32.
Zurück zum Zitat Park, J., Boyd, S.: General heuristics for nonconvex quadratically constrained quadratic programming. arXiv preprint arXiv:1703.07870 (2017) Park, J., Boyd, S.: General heuristics for nonconvex quadratically constrained quadratic programming. arXiv preprint arXiv:​1703.​07870 (2017)
33.
Zurück zum Zitat Shen, X., Diamond, S., Gu, Y., Boyd, S.: Disciplined convex-concave programming. In: CDC, pp. 1009–1014. IEEE (2016) Shen, X., Diamond, S., Gu, Y., Boyd, S.: Disciplined convex-concave programming. In: CDC, pp. 1009–1014. IEEE (2016)
34.
Zurück zum Zitat Su, G., Rosenblum, D.S., Tamburrelli, G.: Reliability of run-time quality-of-service evaluation using parametric model checking. In: ICSE, pp. 073–84. ACM (2016) Su, G., Rosenblum, D.S., Tamburrelli, G.: Reliability of run-time quality-of-service evaluation using parametric model checking. In: ICSE, pp. 073–84. ACM (2016)
Metadaten
Titel
Synthesis in pMDPs: A Tale of 1001 Parameters
verfasst von
Murat Cubuktepe
Nils Jansen
Sebastian Junges
Joost-Pieter Katoen
Ufuk Topcu
Copyright-Jahr
2018
DOI
https://doi.org/10.1007/978-3-030-01090-4_10