Related papers: Model Checking Finite-Horizon Markov Chains with P…
We present a novel method for computing reachability probabilities of parametric discrete-time Markov chains whose transition probabilities are fractions of polynomials over a set of parameters. Our algorithm is based on two key…
Given its ability to analyse stochastic models ranging from discrete and continuous-time Markov chains to Markov decision processes and stochastic games, probabilistic model checking (PMC) is widely used to verify system dependability and…
Markov decision processes are useful models of concurrency optimisation problems, but are often intractable for exhaustive verification methods. Recent work has introduced lightweight approximative techniques that sample directly from…
Markov chains provide a foundational framework for modeling sequential stochastic processes, with the transition probability matrix characterizing the dynamics of state evolution. While classical estimation methods such as maximum…
We study finite horizon optimal switching problems for hidden Markov chain models under partially observable Poisson processes. The controller possesses a finite range of strategies and attempts to track the state of the unobserved state…
Systems of interacting continuous-time Markov chains are a powerful model class, but inference is typically intractable in high dimensional settings. Auxiliary information, such as noisy observations, is typically only available at discrete…
When the initial and transition probabilities of a finite Markov chain in discrete time are not well known, we should perform a sensitivity analysis. This can be done by considering as basic uncertainty models the so-called credal sets that…
We consider the problem of approximating the reachability probabilities in Markov decision processes (MDP) with uncountable (continuous) state and action spaces. While there are algorithms that, for special classes of such MDP, provide a…
The formal verification of large probabilistic models is important and challenging. Exploiting the concurrency that is often present is one way to address this problem. Here we study a restricted class of asynchronous distributed…
We present a general framework for applying learning algorithms and heuristical guidance to the verification of Markov decision processes (MDPs). The primary goal of our techniques is to improve performance by avoiding an exhaustive…
In the context of Markov decision processes running in continuous time, one of the most intriguing challenges is the efficient approximation of finite horizon reachability objectives. A multitude of sophisticated model checking algorithms…
This paper presents a simple algorithm to check whether reachability probabilities in parametric Markov chains are monotonic in (some of) the parameters. The idea is to construct - only using the graph structure of the Markov chain and…
Markov chains are a natural and well understood tool for describing one-dimensional patterns in time or space. We show how to infer $k$-th order Markov chains, for arbitrary $k$, from finite data by applying Bayesian methods to both…
With the symbolic framework of Probability Bracket Notation (PBN), the Markov Sequence Projector (MSP) is introduced to expand the evolution formula of Homogeneous Markov Chains (HMCs). The well-known weather example, a Visible Markov Model…
The possibility of errors in human-engineered formal verification software, such as model checkers, poses a serious threat to the purpose of these tools. An established approach to mitigate this problem are certificates -- lightweight,…
We develop a new bidirectional algorithm for estimating Markov chain multi-step transition probabilities: given a Markov chain, we want to estimate the probability of hitting a given target state in $\ell$ steps after starting from a given…
There has been an increasing demand for formal methods in the design process of safety-critical synthetic genetic circuits. Probabilistic model checking techniques have demonstrated significant potential in analyzing the intrinsic…
We present a general framework for applying machine-learning algorithms to the verification of Markov decision processes (MDPs). The primary goal of these techniques is to improve performance by avoiding an exhaustive exploration of the…
Despite its prevalence, probabilistic bisimilarity suffers from a lack of robustness under minuscule perturbations of the transition probabilities. This can lead to discontinuities in the probabilistic bisimilarity distance function,…
We launch the new probabilistic model checker storm. It features the analysis of discrete- and continuous-time variants of both Markov chains and MDPs. It supports the PRISM and JANI modeling languages, probabilistic programs, dynamic fault…