• Media type: Doctoral Thesis; Electronic Thesis; E-Book
  • Title: Finite horizon analysis of Markov automata
  • Contributor: Hatefi Ardakani, Hassan [Author]
  • imprint: Scientific publications of the Saarland University (UdS), 2016
  • Language: English
  • DOI: https://doi.org/10.22028/D291-26690
  • Keywords: Markov-Modell ; Stochastischer Automat ; Fehleranalyse ; quantitative system analysis ; formal methods ; Markov process ; Markov-Prozess ; Volterra-Integralgleichung ; Markov automata ; stochastic process
  • Origination:
  • Footnote: Diese Datenquelle enthält auch Bestandsnachweise, die nicht zu einem Volltext führen.
  • Description: Markov automata constitute an expressive continuous-time compositional modelling formalism, featuring stochastic timing and nondeterministic as well as probabilistic branching, all supported in one model. They span as special cases, the models of discrete and continuous-time Markov chains, as well as interactive Markov chains and probabilistic automata. Moreover, they might be equipped with reward and resource structures in order to be used for analysing quantitative aspects of systems, like performance metrics, energy consumption, repair and maintenance costs. Due to their expressive nature, they serve as semantic backbones of engineering frameworks, control applications and safety critical systems. The Architecture Analysis and Design Language (AADL), Dynamic Fault Trees (DFT) and Generalised Stochastic Petri Nets (GSPN) are just some examples. Their expressiveness thus far prevents them from efficient analysis by stochastic solvers and probabilistic model checkers. A major problem context of this thesis lies in their analysis under some budget constraints, i.e. when only a finite budget of resources can be spent by the model. We study mathematical foundations of Markov automata since these are essential for the analysis addressed in this thesis. This includes, in particular, understanding their measurability and establishing their probability measure. Furthermore, we address the analysis of Markov automata in the presence of both reward acquisition and resource consumption within a finite budget of resources. More specifically, we put the problem of computing the optimal expected resource-bounded reward in our focus. In our general setting, we support transient, instantaneous and final reward collection as well as transient resource consumption. Our general formulation of the problem encompasses in particular the optimal time-bound reward and reachability as well as resource-bounded reachability. We develop a sound theory together with a stable approximation scheme with a strict error bound to solve the ...
  • Access State: Open Access