Title
Optimizing Performance of Continuous-Time Stochastic Systems using Timeout Synthesis.
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. To this end we identify and overcome several interesting phenomena arising in systems with fixed delays.
Year
DOI
Venue
2014
10.1007/978-3-319-22264-6_10
QEST 2015 Proceedings of the 12th International Conference on Quantitative Evaluation of Systems - Volume 9259
Field
DocType
Volume
Discretization,Mathematical optimization,Computer science,Markov chain,Markov decision process,Stochastic Petri net,Timeout,Parametric statistics,Total cost
Journal
abs/1407.4777
ISSN
ISBN
Citations 
0302-9743
978-3-319-22263-9
4
PageRank 
References 
Authors
0.40
23
5
Name
Order
Citations
PageRank
Tomás Brázdil116116.23
Ľuboš Korenčiak281.48
Jan Krčál3797.45
Petr Novotný4463.35
Vojtĕch Řehák5365.15