English

Parameter Synthesis for Markov Models: Covering the Parameter Space

Logic in Computer Science 2023-11-08 v2 Systems and Control Systems and Control

Abstract

Markov chain analysis is a key technique in formal verification. A practical obstacle is that all probabilities in Markov models need to be known. However, system quantities such as failure rates or packet loss ratios, etc. are often not -- or only partially -- known. This motivates considering parametric models with transitions labeled with functions over parameters. Whereas traditional Markov chain analysis relies on a single, fixed set of probabilities, analysing parametric Markov models focuses on synthesising parameter values that establish a given safety or performance specification φ\varphi. Examples are: what component failure rates ensure the probability of a system breakdown to be below 0.00000001?, or which failure rates maximise the performance, for instance the throughput, of the system? This paper presents various analysis algorithms for parametric discrete-time Markov chains and Markov decision processes. We focus on three problems: (a) do all parameter values within a given region satisfy φ\varphi?, (b) which regions satisfy φ\varphi and which ones do not?, and (c) an approximate version of (b) focusing on covering a large fraction of all possible parameter values. We give a detailed account of the various algorithms, present a software tool realising these techniques, and report on an extensive experimental evaluation on benchmarks that span a wide range of applications.

Keywords

Cite

@article{arxiv.1903.07993,
  title  = {Parameter Synthesis for Markov Models: Covering the Parameter Space},
  author = {Sebastian Junges and Erika Ábrahám and Christian Hensel and Nils Jansen and Joost-Pieter Katoen and Tim Quatmann and Matthias Volk},
  journal= {arXiv preprint arXiv:1903.07993},
  year   = {2023}
}

Comments

86 pages. Preprint of accepted FMSD Journal Paper

R2 v1 2026-06-23T08:12:47.826Z