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arXiv · 1407.4777

Optimizing Performance of Continuous-Time Stochastic Systems using Timeout Synthesis

Tomáš Brázdil·Ľuboš Korenčiak·Jan Krčál·Petr Novotný·Vojtěch Řehák
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Abstract

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.

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Tomáš Brázdil, Ľuboš Korenčiak, Jan Krčál, Petr Novotný, Vojtěch Řehák. 2014-07-17. Optimizing Performance of Continuous-Time Stochastic Systems using Timeout Synthesis. https://arxiv.org/abs/1407.4777

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