DocumentCode :
3603878
Title :
Transient Reward Approximation for Continuous-Time Markov Chains
Author :
Hahn, Ernst Moritz ; Hermanns, Holger ; Wimmer, Ralf ; Becker, Bernd
Author_Institution :
State Key Lab. of Comput. Sci., Inst. of Software, Beijing, China
Volume :
64
Issue :
4
fYear :
2015
Firstpage :
1254
Lastpage :
1275
Abstract :
We are interested in the analysis of very large continuous-time Markov chains (CTMCs) with many distinct rates. Such models arise naturally in the context of reliability analysis, e.g., of computer network performability analysis, of power grids, of computer virus vulnerability, and in the study of crowd dynamics. We use abstraction techniques together with novel algorithms for the computation of bounds on the expected final and accumulated rewards in continuous-time Markov decision processes (CTMDPs). These ingredients are combined in a partly symbolic and partly explicit (symblicit) analysis approach. In particular, we circumvent the use of multi-terminal decision diagrams, because the latter do not work well if facing a large number of different rates. We demonstrate the practical applicability and efficiency of the approach on two case studies.
Keywords :
Markov processes; approximation theory; binary decision diagrams; computational complexity; CTMC; CTMDP; abstraction techniques; accumulated rewards; bound computation; computational complexity; continuous-time Markov chains; continuous-time Markov decision processes; expected final rewards; multiterminal decision diagrams; partly-explicit analysis approach; partly-symbolic analysis approach; reliability analysis; symblicit analysis; transient reward approximation; Analytical models; Boolean functions; Computational modeling; Concrete; Data structures; Markov processes; Continuous-time Markov chains; abstraction; continuous-time Markov decision processes; ordered binary decision diagrams; symbolic methods;
fLanguage :
English
Journal_Title :
Reliability, IEEE Transactions on
Publisher :
ieee
ISSN :
0018-9529
Type :
jour
DOI :
10.1109/TR.2015.2449292
Filename :
7163373
Link To Document :
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