Transient Reward Approximation for Continuous-Time Markov Chains

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	Transient Reward Approximation for Continuous-Time Markov Chains
	Hahn, EM ; Hermanns, H ; Wimmer, R ; Becker, B
刊名	IEEE TRANSACTIONS ON RELIABILITY
	2015
卷号	64 期号:4 页码:1254-1275
关键词	Continuous-time Markov chains continuous-time Markov decision processes abstraction symbolic methods ordered binary decision diagrams
ISSN号	0018-9529
中文摘要	We are interested in the analysis of very large continuous-time Markov chains (CTMCs) with many distinct rates. Such models arise naturally in the context of reliability analysis, e.g., of computer network performability analysis, of power grids, of computer virus vulnerability, and in the study of crowd dynamics. We use abstraction techniques together with novel algorithms for the computation of bounds on the expected final and accumulated rewards in continuous-time Markov decision processes (CTMDPs). These ingredients are combined in a partly symbolic and partly explicit (symblicit) analysis approach. In particular, we circumvent the use of multi-terminal decision diagrams, because the latter do not work well if facing a large number of different rates. We demonstrate the practical applicability and efficiency of the approach on two case studies.
英文摘要	We are interested in the analysis of very large continuous-time Markov chains (CTMCs) with many distinct rates. Such models arise naturally in the context of reliability analysis, e.g., of computer network performability analysis, of power grids, of computer virus vulnerability, and in the study of crowd dynamics. We use abstraction techniques together with novel algorithms for the computation of bounds on the expected final and accumulated rewards in continuous-time Markov decision processes (CTMDPs). These ingredients are combined in a partly symbolic and partly explicit (symblicit) analysis approach. In particular, we circumvent the use of multi-terminal decision diagrams, because the latter do not work well if facing a large number of different rates. We demonstrate the practical applicability and efficiency of the approach on two case studies.
收录类别	SCI
语种	英语
WOS记录号	WOS:000366323500012
公开日期	2016-12-13
内容类型	期刊论文
源URL	[http://ir.iscas.ac.cn/handle/311060/17427]
专题	软件研究所_软件所图书馆_期刊论文
推荐引用方式 GB/T 7714	Hahn, EM,Hermanns, H,Wimmer, R,et al. Transient Reward Approximation for Continuous-Time Markov Chains[J]. IEEE TRANSACTIONS ON RELIABILITY,2015,64(4):1254-1275.
APA	Hahn, EM,Hermanns, H,Wimmer, R,&Becker, B.(2015).Transient Reward Approximation for Continuous-Time Markov Chains.IEEE TRANSACTIONS ON RELIABILITY,64(4),1254-1275.
MLA	Hahn, EM,et al."Transient Reward Approximation for Continuous-Time Markov Chains".IEEE TRANSACTIONS ON RELIABILITY 64.4(2015):1254-1275.