Title | ||
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Optimizing Performance of Continuous-Time Stochastic Systems using Timeout Synthesis. |
Abstract | ||
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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 |
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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 Brázdil | 1 | 161 | 16.23 |
Ľuboš Korenčiak | 2 | 8 | 1.48 |
Jan Krčál | 3 | 79 | 7.45 |
Petr Novotný | 4 | 46 | 3.35 |
Vojtĕch Řehák | 5 | 36 | 5.15 |