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Erschienen in: Formal Methods in System Design 2/2013

01.10.2013

On-the-fly verification and optimization of DTA-properties for large Markov chains

verfasst von: Linar Mikeev, Martin R. Neuhäußer, David Spieler, Verena Wolf

Erschienen in: Formal Methods in System Design | Ausgabe 2/2013

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Abstract

We consider continuous-time Markov chains (CTMC) with very large or infinite state spaces which are, for instance, used to model biological processes or to evaluate the performance of computer and communication networks. We propose a numerical integration algorithm to approximate the probability that a process conforms to a specification that belongs to a subclass of deterministic timed automata (DTAs). We combat the state space explosion problem by using a dynamic state space that contains only the most relevant states. In this way we avoid an explicit construction of the state-transition graph of the composition of the DTA and the CTMC. We also show how to maximize the probability of acceptance of the DTA for parametric CTMCs and substantiate the usefulness of our approach with experimental results from biological case studies.

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Fußnoten
1
For simplicity, we choose a fixed step size here. In our implementation h is adaptive.
 
2
Note that the chain rule is applicable, since Q as well as π(t) depend on λ.
 
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Metadaten
Titel
On-the-fly verification and optimization of DTA-properties for large Markov chains
verfasst von
Linar Mikeev
Martin R. Neuhäußer
David Spieler
Verena Wolf
Publikationsdatum
01.10.2013
Verlag
Springer US
Erschienen in
Formal Methods in System Design / Ausgabe 2/2013
Print ISSN: 0925-9856
Elektronische ISSN: 1572-8102
DOI
https://doi.org/10.1007/s10703-012-0165-1

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