Efficient computation of time-bounded reachability probabilities in uniform continuous-time Markov decision processes


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Baier, Christel and Haverkort, Boudewijn and Hermanns, Holger and Katoen, Joost-Pieter (2004) Efficient computation of time-bounded reachability probabilities in uniform continuous-time Markov decision processes. In: 10th International Conference Tools and Algorithms for the Construction and Analysis of Systems, TACAS, March 29 - April 2, 2004, Barcelona, Spain (pp. pp. 61-76).

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Abstract:A continuous-time Markov decision process (CTMDP) is a generalization of a continuous-time Markov chain in which both probabilistic and nondeterministic choices co-exist. This paper presents an efficient algorithm to compute the maximum (or minimum) probability to reach a set of goal states within a given time bound in a uniform CTMDP, i.e., a CTMDP in which the delay time distribution per state visit is the same for all states. We prove that these probabilities coincide for (time-abstract) history-dependent and Markovian schedulers that resolve nondeterminism either deterministically or in a randomized way.
This work is supported by the NWO-DFG bilateral project Validation of Stochastic Systems.
Item Type:Conference or Workshop Item
Copyright:© 2004 Springer
Faculty:
Electrical Engineering, Mathematics and Computer Science (EEMCS)
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Link to this item:http://purl.utwente.nl/publications/63329
Official URL:http://dx.doi.org/10.1007/b96393
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