Transient Reward Approximation for Continuous-Time Markov Chains
文献类型：期刊论文
| 作者 | Hahn, EM ; Hermanns, H ; Wimmer, R ; Becker, B |
| 刊名 | IEEE TRANSACTIONS ON RELIABILITY
 |
| 出版日期 | 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 |
| 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. |
入库方式： OAI收割
来源：软件研究所
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