International Conference on Quantitative Evaluation of Systems

QEST 2015: Quantitative Evaluation of Systems pp 141-159 | Cite as

Optimizing Performance of Continuous-Time Stochastic Systems Using Timeout Synthesis

  • Tomáš Brázdil
  • Ľuboš Korenčiak
  • Jan Krčál
  • Petr Novotný
  • Vojtěch Řehák
Conference paper
Part of the Lecture Notes in Computer Science book series (LNCS, volume 9259)

Abstract

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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Copyright information

© Springer International Publishing Switzerland 2015

Authors and Affiliations

  • Tomáš Brázdil
    • 1
  • Ľuboš Korenčiak
    • 1
  • Jan Krčál
    • 2
  • Petr Novotný
    • 3
  • Vojtěch Řehák
    • 1
  1. 1.Faculty of InformaticsMasaryk UniversityBrnoCzech Republic
  2. 2.Saarland University – Computer ScienceSaarbrückenGermany
  3. 3.IST AustriaKlosterneuburgAustria

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