Optimizing Performance of Continuous-Time Stochastic Systems Using Timeout Synthesis
Authors | |
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Year of publication | 2015 |
Type | Article in Proceedings |
Conference | Quantitative Evaluation of Systems |
MU Faculty or unit | |
Citation | |
Doi | http://dx.doi.org/10.1007/978-3-319-22264-6_10 |
Field | Informatics |
Keywords | continuous-time Markov chains; synthesis; timeout |
Description | 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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