Synthesis for PCTL in Parametric Markov Decision Processes

  • Ernst Moritz Hahn
  • Tingting Han
  • Lijun Zhang
Part of the Lecture Notes in Computer Science book series (LNCS, volume 6617)

Abstract

In parametric Markov decision processes (PMDPs), transition probabilities are not fixed, but are given as functions over a set of parameters. A PMDP denotes a family of concrete MDPs. This paper studies the synthesis problem for PCTL in PMDPs: Given a specification Φ in PCTL, we synthesise the parameter valuations under which Φ is true. First, we divide the possible parameter space into hyper-rectangles. We use existing decision procedures to check whether Φ holds on each of the Markov processes represented by the hyper-rectangle. As it is normally impossible to cover the whole parameter space by hyper-rectangles, we allow a limited area to remain undecided. We also consider an extension of PCTL with reachability rewards. To demonstrate the applicability of the approach, we apply our technique on a case study, using a preliminary implementation.

Preview

Unable to display preview. Download preview PDF.

Unable to display preview. Download preview PDF.

References

  1. 1.
    Aspnes, J., Herlihy, M.: Fast randomized consensus using shared memory. Journal of Algorithms 11(3), 441–461 (1990)CrossRefMATHGoogle Scholar
  2. 2.
    Baier, C.: On algorithmic verification methods for probabilistic systems. Mannheim University, Habilitationsschrift (1998)Google Scholar
  3. 3.
    Baier, C., Hermanns, H.: Weak bisimulation for fully probabilistic processes. In: Grumberg, O. (ed.) CAV 1997. LNCS, vol. 1254, pp. 119–130. Springer, Heidelberg (1997)CrossRefGoogle Scholar
  4. 4.
    Baier, C., Katoen, J.P.: Principles of Model Checking (Representation and Mind Series). The MIT Press, Cambridge (2008)MATHGoogle Scholar
  5. 5.
    Bartocci, E., Grosu, R., Katsaros, P., Ramakrishnan, C.R., Smolka, S.A.: Model repair for probabilistic systems. In: Abdulla, P.A., Leino, K.R.M. (eds.) TACAS 2011. LNCS, vol. 6605, pp. 326–340. Springer, Heidelberg (2011)CrossRefGoogle Scholar
  6. 6.
    Bianco, A., Alfaro, L.D.: Model checking of probabilistic and nondeterministic systems. In: Thiagarajan, P.S. (ed.) FSTTCS 1995. LNCS, vol. 1026, pp. 499–513. Springer, Heidelberg (1995)CrossRefGoogle Scholar
  7. 7.
    Blackwell, D.: On the functional equation of dynamic programming. Journal of Mathematical Analysis and Applications 2(2), 273–276 (1961)CrossRefMATHGoogle Scholar
  8. 8.
    Blackwell, D.: Positive dynamic programming. In: Proceedings of the 5th Berkeley Symposium on Mathematical Statistics and Probability, pp. 415–418 (1967)Google Scholar
  9. 9.
    Bohnenkamp, H.C., van der Stok, P., Hermanns, H., Vaandrager, F.W.: Cost-optimization of the IPv4 Zeroconf protocol. In: DSN, pp. 531–540. IEEE Computer Society, Los Alamitos (2003)Google Scholar
  10. 10.
    van Dawen, R.: Finite state dynamic programming with the total reward criterion. Mathematical Methods of Operations Research 30, A1–A14 (1986)CrossRefMATHGoogle Scholar
  11. 11.
    Daws, C.: Symbolic and parametric model checking of discrete-time Markov chains. In: Liu, Z., Araki, K. (eds.) ICTAC 2004. LNCS, vol. 3407, pp. 280–294. Springer, Heidelberg (2005)CrossRefGoogle Scholar
  12. 12.
    Derisavi, S., Hermanns, H., Sanders, W.H.: Optimal state-space lumping in Markov chains. IPL 87(6), 309–315 (2003)CrossRefMATHGoogle Scholar
  13. 13.
    Dubins, L.E., Savage, L.: How to Gamble If You Must. McGraw-Hill, New York (1965)MATHGoogle Scholar
  14. 14.
    Fränzle, M., Herde, C., Teige, T., Ratschan, S., Schubert, T.: Efficient solving of large non-linear arithmetic constraint systems with complex boolean structure. JSAT 1(3-4), 209–236 (2007)MATHGoogle Scholar
  15. 15.
    Fribourg, L., André, É.: An inverse method for policy iteration based algorithms. In: INFINITY, pp. 44–61. Open Publishing Association, EPTCS (2009)Google Scholar
  16. 16.
    Hahn, E.M., Hermanns, H., Wachter, B., Zhang, L.: PARAM: A model checker for parametric Markov models. In: Touili, T., Cook, B., Jackson, P. (eds.) CAV 2010. LNCS, vol. 6174, pp. 660–664. Springer, Heidelberg (2010)CrossRefGoogle Scholar
  17. 17.
    Hahn, E.M., Hermanns, H., Zhang, L.: Probabilistic reachability for parametric Markov models. STTT 13, 3–19 (2010)CrossRefGoogle Scholar
  18. 18.
    Han, T.: Diagnosis, synthesis and analysis of probabilistic models. Ph.D. thesis, RWTH Aachen University/University of Twente (2009)Google Scholar
  19. 19.
    Hansson, H., Jonsson, B.: A logic for reasoning about time and reliability. FAC 6, 102–111 (1994)MATHGoogle Scholar
  20. 20.
    Haverkort, B.R., Cloth, L., Hermanns, H., Katoen, J.P., Baier, C.: Model checking performability properties. In: DSN, pp. 103–112 (2003)Google Scholar
  21. 21.
    Hopcroft, J.E., Motwani, R., Ullman, J.D.: Introduction to automata theory, languages, and computation. SIGACT News, 2nd edn. 32(1), 60–65 (2001)Google Scholar
  22. 22.
    Kwiatkowska, M., Norman, G., Segala, R.: Automated verification of a randomized distributed consensus protocol using Cadence SMV and PRISM. In: Berry, G., Comon, H., Finkel, A. (eds.) CAV 2001. LNCS, vol. 2102, pp. 194–206. Springer, Heidelberg (2001)CrossRefGoogle Scholar
  23. 23.
    Kwiatkowska, M.Z., Norman, G., Parker, D.: Stochastic model checking. In: Bernardo, M., Hillston, J. (eds.) SFM 2007. LNCS, vol. 4486, pp. 220–270. Springer, Heidelberg (2007)CrossRefGoogle Scholar
  24. 24.
    Lanotte, R., Maggiolo-Schettini, A., Troina, A.: Parametric probabilistic transition systems for system design and analysis. FAC 19(1), 93–109 (2007)MATHGoogle Scholar
  25. 25.
    Passmore, G.O., Jackson, P.B.: Combined decision techniques for the existential theory of the reals. In: Carette, J., Dixon, L., Coen, C.S., Watt, S.M. (eds.) MKM 2009, Held as Part of CICM 2009. LNCS, vol. 5625, pp. 122–137. Springer, Heidelberg (2009)CrossRefGoogle Scholar
  26. 26.
    Puterman, M.L.: Markov decision processes: Discrete stochastic dynamic programming. John Wiley and Sons, Chichester (1994)CrossRefMATHGoogle Scholar
  27. 27.
    Ratschan, S.: Efficient solving of quantified inequality constraints over the real numbers. CoRR cs.LO/0211016 (2002)Google Scholar
  28. 28.
    Ratschan, S.: Safety verification of non-linear hybrid systems is quasi-semidecidable. In: Kratochvíl, J., Li, A., Fiala, J., Kolman, P. (eds.) TAMC 2010. LNCS, vol. 6108, pp. 397–408. Springer, Heidelberg (2010)CrossRefGoogle Scholar
  29. 29.
    Strauch, R.E.: Negative dynamic programming. Annals of Mathematical Statististics 37(4), 871–890 (1966)CrossRefMATHGoogle Scholar
  30. 30.
    van der Wal, J.: Stochastic dynamic programming. The Mathematical Centre, Amsterdam (1981)MATHGoogle Scholar

Copyright information

© Springer-Verlag Berlin Heidelberg 2011

Authors and Affiliations

  • Ernst Moritz Hahn
    • 1
  • Tingting Han
    • 2
  • Lijun Zhang
    • 3
  1. 1.Saarland UniversitySaarbrückenGermany
  2. 2.Computing LaboratoryOxford UniversityUnited Kingdom
  3. 3.DTU InformaticsTechnical University of DenmarkDenmark

Personalised recommendations