Optimizing performance of continuous-time stochastic systems using timeout synthesis Conference Paper


Author(s): Brázdil, Tomáš; Korenčiak, L'uboš; Krčál, Jan; Novotný, Petr; Řehák, Vojtěch
Title: Optimizing performance of continuous-time stochastic systems using timeout synthesis
Title Series: LNCS
Affiliation IST Austria
Abstract: We consider parametric version of fixed-delay continuoustime 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.
Keywords: Markov Decision Processes; Markov processes; Stochastic systems; Cost functions; Petri nets; Continuous time Markov chain; Continuous-time; Deterministic and stochastic Petri nets; Fixed-delay; Optimal values; Optimizing performance; Target state; Continuous time systems
Conference Title: QEST: Quantitative Evaluation of Systems
Volume: 9259
Conference Dates: September 1-3, 2015
Conference Location: Madrid, Spain
Publisher: IEEE  
Date Published: 2015-01-01
Start Page: 141
End Page: 159
URL:
DOI: 10.1007/978-3-319-22264-6_10
Notes: The research leading to these results has received funding from the People Programme (Marie Curie Actions) of the European Union’s Seventh Framework Programme (FP7/2007-2013) under REA grant agreement n∘ [291734]. This work is partly supported by the German Research Council (DFG) as part of the Transregional Collaborative Research Center AVACS (SFB/TR 14), by the EU 7th Framework Programme under grant agreement no. 295261 (MEALS) and 318490 (SENSATION), by the Czech Science Foundation, grant No. 15-17564S, and by the CAS/SAFEA International Partnership Program for Creative Research Teams.
Open access: yes (repository)
IST Austria Authors