Optimizing Performance of Continuous-Time Stochastic Systems
Using Timeout Synthesis

D 2015

Optimizing Performance of Continuous-Time Stochastic Systems Using Timeout Synthesis

BRÁZDIL, Tomáš, Ľuboš KORENČIAK, Jan KRČÁL, Petr NOVOTNÝ, Vojtěch ŘEHÁK et. al.

Basic information

Original name

Optimizing Performance of Continuous-Time Stochastic Systems Using Timeout Synthesis

Authors

BRÁZDIL, Tomáš (203 Czech Republic, belonging to the institution), Ľuboš KORENČIAK (703 Slovakia, guarantor, belonging to the institution), Jan KRČÁL (203 Czech Republic), Petr NOVOTNÝ (203 Czech Republic, belonging to the institution) and Vojtěch ŘEHÁK (203 Czech Republic, belonging to the institution)

Edition

BERLIN, Quantitative Evaluation of Systems, p. 141-159, 19 pp. 2015

Publisher

SPRINGER-VERLAG BERLIN

Other information

Language

English

Type of outcome

Stať ve sborníku

Field of Study

10201 Computer sciences, information science, bioinformatics

Country of publisher

Germany

Confidentiality degree

není předmětem státního či obchodního tajemství

Publication form

printed version "print"

Impact factor

Impact factor: 0.402 in 2005

RIV identification code

RIV/00216224:14330/15:00081201

Organization unit

Faculty of Informatics

ISBN

978-3-319-22263-9

ISSN

DOI

http://dx.doi.org/10.1007/978-3-319-22264-6_10

UT WoS

000363574600012

Keywords in English

continuous-time Markov chains; synthesis; timeout

Abstract

V originále

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.

Links

GA15-17564S, research and development project

Name: Teorie her jako prostředek pro formální analýzu a verifikaci počítačových systémů

Investor: Czech Science Foundation

MUNI/A/1159/2014, interní kód MU

Name: Rozsáhlé výpočetní systémy: modely, aplikace a verifikace IV.

Investor: Masaryk University, Category A

MUNI/A/1206/2014, interní kód MU

Name: Zapojení studentů Fakulty informatiky do mezinárodní vědecké komunity (Acronym: SKOMU)

Investor: Masaryk University, Category A

Citovat

BRÁZDIL, Tomáš, Ľuboš KORENČIAK, Jan KRČÁL, Petr NOVOTNÝ and Vojtěch ŘEHÁK. Optimizing Performance of Continuous-Time Stochastic Systems Using Timeout Synthesis. In Javier Campos, Boudewijn R. Haverkort. Quantitative Evaluation of Systems. BERLIN: SPRINGER-VERLAG BERLIN, 2015, p. 141-159. ISBN 978-3-319-22263-9. Available from: https://dx.doi.org/10.1007/978-3-319-22264-6_10.

@inproceedings{1317666,
   author = {Brázdil, Tomáš and Korenčiak, Ľuboš and Krčál, Jan and Novotný, Petr and Řehák, Vojtěch},
   address = {BERLIN},
   booktitle = {Quantitative Evaluation of Systems},
   doi = {http://dx.doi.org/10.1007/978-3-319-22264-6_10},
   editor = {Javier Campos, Boudewijn R. Haverkort},
   keywords = {continuous-time Markov chains; synthesis; timeout},
   howpublished = {tištěná verze "print"},
   language = {eng},
   location = {BERLIN},
   isbn = {978-3-319-22263-9},
   pages = {141-159},
   publisher = {SPRINGER-VERLAG BERLIN},
   title = {Optimizing Performance of Continuous-Time Stochastic Systems Using Timeout Synthesis},
   year = {2015}
}

TY  - JOUR
ID  - 1317666
AU  - Brázdil, Tomáš - Korenčiak, Ľuboš - Krčál, Jan - Novotný, Petr - Řehák, Vojtěch
PY  - 2015
TI  - Optimizing Performance of Continuous-Time Stochastic Systems Using Timeout Synthesis
PB  - SPRINGER-VERLAG BERLIN
CY  - BERLIN
SN  - 9783319222639
KW  - continuous-time Markov chains
KW  - synthesis
KW  - timeout
N2  - 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.
ER  -

BRÁZDIL, Tomáš, Ľuboš KORENČIAK, Jan KRČÁL, Petr NOVOTNÝ and Vojtěch ŘEHÁK. Optimizing Performance of Continuous-Time Stochastic Systems Using Timeout Synthesis. In Javier Campos, Boudewijn R. Haverkort. \textit{Quantitative Evaluation of Systems}. BERLIN: SPRINGER-VERLAG BERLIN, 2015, p.~141-159. ISBN~978-3-319-22263-9. Available from: https://dx.doi.org/10.1007/978-3-319-22264-6\_{}10.

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