Optimizing Performance of Continuous-Time Stochastic Systems Using Timeout Synthesis

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Authors

BRÁZDIL Tomáš KORENČIAK Ľuboš KRČÁL Jan NOVOTNÝ Petr ŘEHÁK Vojtěch

Year of publication 2015
Type Article in Proceedings
Conference Quantitative Evaluation of Systems
MU Faculty or unit

Faculty of Informatics

Citation
Doi http://dx.doi.org/10.1007/978-3-319-22264-6_10
Field Informatics
Keywords continuous-time Markov chains; synthesis; timeout
Description We consider parametric version of fixed-delay continuous-time Markov chains (or equivalently deterministic and stochastic Petri nets, DSPN) where fixed-delay transitions are specified by parameters, rather than concrete values. Our goal is to synthesize values of these parameters that, for a given cost function, minimise expected total cost incurred before reaching a given set of target states. We show that under mild assumptions, optimal values of parameters can be effectively approximated using translation to a Markov decision process (MDP) whose actions correspond to discretized values of these parameters. To this end we identify and overcome several interesting phenomena arising in systems with fixed delays.
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