Optimizing performance of continuous-time stochastic systems using timeout synthesis

T. Brázdil, L. Korenčiak, J. Krčál, P. Novotny, V. Řehák, 9259 (2015) 141–159.


Conference Paper | Published | English
Author
; ; ; ;
Department
Series Title
LNCS
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.
Publishing Year
Date Published
2015-08-22
Acknowledgement
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.
Volume
9259
Page
141 - 159
Conference
QEST: Quantitative Evaluation of Systems
Conference Location
Madrid, Spain
Conference Date
2015-09-01 – 2015-09-03
IST-REx-ID

Cite this

Brázdil T, Korenčiak L, Krčál J, Novotny P, Řehák V. Optimizing performance of continuous-time stochastic systems using timeout synthesis. 2015;9259:141-159. doi:10.1007/978-3-319-22264-6_10
Brázdil, T., Korenčiak, L., Krčál, J., Novotny, P., & Řehák, V. (2015). Optimizing performance of continuous-time stochastic systems using timeout synthesis. Presented at the QEST: Quantitative Evaluation of Systems, Madrid, Spain: Springer. https://doi.org/10.1007/978-3-319-22264-6_10
Brázdil, Tomáš, L’Uboš Korenčiak, Jan Krčál, Petr Novotny, and Vojtěch Řehák. “Optimizing Performance of Continuous-Time Stochastic Systems Using Timeout Synthesis.” Lecture Notes in Computer Science. Springer, 2015. https://doi.org/10.1007/978-3-319-22264-6_10.
T. Brázdil, L. Korenčiak, J. Krčál, P. Novotny, and V. Řehák, “Optimizing performance of continuous-time stochastic systems using timeout synthesis,” vol. 9259. Springer, pp. 141–159, 2015.
Brázdil T, Korenčiak L, Krčál J, Novotny P, Řehák V. 2015. Optimizing performance of continuous-time stochastic systems using timeout synthesis. 9259, 141–159.
Brázdil, Tomáš, et al. Optimizing Performance of Continuous-Time Stochastic Systems Using Timeout Synthesis. Vol. 9259, Springer, 2015, pp. 141–59, doi:10.1007/978-3-319-22264-6_10.

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