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Markov Automata on Discount!

  • Yuliya Butkova
  • Ralf Wimmer
  • Holger Hermanns
Conference paper
Part of the Lecture Notes in Computer Science book series (LNCS, volume 10740)

Abstract

Markov automata (MA) are a rich modelling formalism for complex systems combining compositionality with probabilistic choices and continuous stochastic timing. Model checking algorithms for different classes of properties involving probabilities and rewards have been devised for MA, opening up a spectrum of applications in dependability engineering and artificial intelligence, reaching out into economy and finance. In the latter more general contexts, several quantities of considerable importance are based on the idea of discounting reward expectations, so that the near future is more important than the far future. This paper introduces the expected discounted reward value for MA and develops effective iterative algorithms to quantify it, based on value- as well as policy-iteration. To arrive there, we reduce the problem to the computation of expected discounted rewards and expected total rewards in Markov decision processes. This allows us to adapt well-known algorithms to the MA setting. Experimental results clearly show that our algorithms are efficient and scale to MA with hundred thousands of states.

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Copyright information

© Springer International Publishing AG 2018

Authors and Affiliations

  1. 1.Saarland UniversitySaarbrückenGermany
  2. 2.Albert-Ludwigs-Universität FreiburgFreiburg im BreisgauGermany

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