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We discuss the efficient computation of performance, reliability, and availability measures for Markov chains; these metrics, and the ones obtained by combining them, are often called performability measures. We show that this computational…

Numerical Analysis · Mathematics 2019-10-11 Giulio Masetti , Leonardo Robol

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…

We present a new algorithm for the statistical model checking of Markov chains with respect to unbounded temporal properties, such as reachability and full linear temporal logic. The main idea is that we monitor each simulation run on the…

Logic in Computer Science · Computer Science 2016-03-04 Przemysław Daca , Thomas A. Henzinger , Jan Křetínský , Tatjana Petrov

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 --…

Logic in Computer Science · Computer Science 2023-11-08 Sebastian Junges , Erika Ábrahám , Christian Hensel , Nils Jansen , Joost-Pieter Katoen , Tim Quatmann , Matthias Volk

We present a new method for statistical verification of quantitative properties over a partially unknown system with actions, utilising a parameterised model (in this work, a parametric Markov decision process) and data collected from…

Machine Learning · Computer Science 2017-07-06 Elizabeth Polgreen , Viraj Wijesuriya , Sofie Haesaert , Alessandro Abate

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…

Logic in Computer Science · Computer Science 2015-03-24 Axel Legay , Sean Sedwards , Louis-Marie Traonouez

Markov decision processes model systems subject to nondeterministic and probabilistic uncertainty. A plethora of verification techniques addresses variations of reachability properties, such as: Is there a scheduler resolving the…

Logic in Computer Science · Computer Science 2025-05-26 Lina Gerlach , Tobias Winkler , Erika Ábrahám , Borzoo Bonakdarpour , Sebastian Junges

We formally verify executable algorithms for solving Markov decision processes (MDPs) in the interactive theorem prover Isabelle/HOL. We build on existing formalizations of probability theory to analyze the expected total reward criterion…

Artificial Intelligence · Computer Science 2023-03-09 Maximilian Schäfeller , Mohammad Abdulaziz

Markov processes are used in a wide range of disciplines, including finance. The transition densities of these processes are often unknown. However, the conditional characteristic functions are more likely to be available, especially for…

Statistics Theory · Mathematics 2013-02-04 Song X. Chen , Liang Peng , Cindy L. Yu

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…

Multi-objective probabilistic model checking is a powerful technique for verifying stochastic systems against multiple (potentially conflicting) properties. To enhance the trustworthiness and explainability of model checking tools, we…

Logic in Computer Science · Computer Science 2025-08-26 Christel Baier , Calvin Chau , Volodymyr Drobitko , Simon Jantsch , Sascha Klüppelholz

Certifying verification algorithms not only return whether a given property holds or not, but also provide an accompanying independently checkable certificate and a corresponding witness. The certificate can be used to easily validate the…

Logic in Computer Science · Computer Science 2025-01-13 Christel Baier , Calvin Chau , Sascha Klüppelholz

In this paper we investigate the applicability of standard model checking approaches to verifying properties in probabilistic programming. As the operational model for a standard probabilistic program is a potentially infinite parametric…

Programming Languages · Computer Science 2016-07-28 Nils Jansen , Christian Dehnert , Benjamin Lucien Kaminski , Joost-Pieter Katoen , Lukas Westhofen

Model checking undiscounted reachability and expected-reward properties on Markov decision processes (MDPs) is key for the verification of systems that act under uncertainty. Popular algorithms are policy iteration and variants of value…

Logic in Computer Science · Computer Science 2023-01-25 Arnd Hartmanns , Sebastian Junges , Tim Quatmann , Maximilian Weininger

Markov automata combine non-determinism, probabilistic branching, and exponentially distributed delays. This compositional variant of continuous-time Markov decision processes is used in reliability engineering, performance evaluation and…

Logic in Computer Science · Computer Science 2017-05-11 Tim Quatmann , Sebastian Junges , Joost-Pieter Katoen

(Multi-type) branching processes are a natural and well-studied model for generating random infinite trees. Branching processes feature both nondeterministic and probabilistic branching, generalizing both transition systems and Markov…

Logic in Computer Science · Computer Science 2021-07-06 Stefan Kiefer , Pavel Semukhin , Cas Widdershoven

In this paper we consider the problem of computing the stationary distribution of nearly completely decomposable Markov processes, a well-established area in the classical theory of Markov processes with broad applications in the design,…

Numerical Analysis · Mathematics 2025-06-19 Vasileios Kalantzis , Mark S. Squillante , Chai Wah Wu

Verification of infinite-state Markov chains is still a challenge despite several fruitful numerical or statistical approaches. For decisive Markov chains, there is a simple numerical algorithm that frames the reachability probability as…

Logic in Computer Science · Computer Science 2024-09-30 Benoît Barbot , Patricia Bouyer , Serge Haddad

Many product lines are critical, and therefore reliability is a vital part of their requirements. Reliability is a probabilistic property. We therefore propose a model for feature-aware discrete-time Markov chains as a basis for verifying…

Software Engineering · Computer Science 2013-11-07 Maxime Cordy , Patrick Heymans , Pierre-Yves Schobbens , Amir Molzam Sharifloo , Carlo Ghezzi , Axel Legay

In this paper, we present a numerical framework for constructing bounds on stationary performance measures of random walks in the positive orthant using the Markov reward approach. These bounds are established in terms of stationary…

Probability · Mathematics 2018-11-22 Xinwei Bai , Jasper Goseling
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