Treffer: Efficient computation of time-bounded reachability probabilities in uniform continuous-time markov decision processes

Title:
Efficient computation of time-bounded reachability probabilities in uniform continuous-time markov decision processes
Source:
Tools and algorithms for the construction and analysis of systems (TACAS 2004)Theoretical computer science. 345(1):2-26
Publisher Information:
Amsterdam: Elsevier, 2005.
Publication Year:
2005
Physical Description:
print, 34 ref
Original Material:
INIST-CNRS
Subject Terms:
Computer science, Informatique, Sciences exactes et technologie, Exact sciences and technology, Sciences et techniques communes, Sciences and techniques of general use, Mathematiques, Mathematics, Logique mathématique, fondements, théorie des ensembles, Mathematical logic, foundations, set theory, Logique et fondements, Logic and foundations, Logique générale, General logic, Probabilités et statistiques, Probability and statistics, Théorie des probabilités et processus stochastiques, Probability theory and stochastic processes, Processus de markov, Markov processes, Analyse numérique. Calcul scientifique, Numerical analysis. Scientific computation, Analyse numérique, Numerical analysis, Probabilités et statistiques numériques, Numerical methods in probability and statistics, Sciences appliquees, Applied sciences, Informatique; automatique theorique; systemes, Computer science; control theory; systems, Informatique théorique, Theoretical computing, Algorithmique. Calculabilité. Arithmétique ordinateur, Algorithmics. Computability. Computer arithmetics, Algorithme, Algorithm, Algoritmo, Atteignabilité, Reachability, Asequibilidad, Chaîne Markov, Markov chain, Cadena Markov, Décision Markov, Markov decision, Decisión Markov, Fonction répartition, Distribution function, Función distribución, Informatique théorique, Computer theory, Informática teórica, Logique temporelle, Temporal logic, Lógica temporal, Loi probabilité, Probability distribution, Ley probabilidad, Non déterminisme, Non determinism, No determinismo, Processus Markov, Markov process, Proceso Markov, Temps calcul, Computation time, Tiempo computación, Temps continu, Continuous time, Tiempo continuo, Temps retard, Delay time, Tiempo retardo, Contrôle modèle, Model checking, Continuous-time, Markov decision process, Time-bounded reachability
Document Type:
Konferenz Conference Paper
File Description:
text
Language:
English
Author Affiliations:
University of Bonn, Römerstrasse 164, 53117 Bonn, Germany
Saarland University, Im Stadtwald, 66123 Saarbrücken, Germany
University of Twente, P.O. Box 217, 7500 AE Enschede, Netherlands
ISSN:
0304-3975
Rights:
Copyright 2006 INIST-CNRS
CC BY 4.0
Sauf mention contraire ci-dessus, le contenu de cette notice bibliographique peut être utilisé dans le cadre d’une licence CC BY 4.0 Inist-CNRS / Unless otherwise stated above, the content of this bibliographic record may be used under a CC BY 4.0 licence by Inist-CNRS / A menos que se haya señalado antes, el contenido de este registro bibliográfico puede ser utilizado al amparo de una licencia CC BY 4.0 Inist-CNRS
Notes:
Computer science; theoretical automation; systems

Mathematics
Accession Number:
edscal.17286821
Database:
PASCAL Archive

Weitere Informationen

A continuous-time Markov decision process (CTMDP) is a generalization of a continuous-time Markov chain in which both probabilistic and nondeterministic choices co-exist. This paper presents an efficient algorithm to compute the maximum (or minimum) probability to reach a set of goal states within a given time bound in a uniform CTMDP, i.e., a CTMDP in which the delay time distribution per state visit is the same for all states. It furthermore proves that these probabilities coincide for (time-abstract) history-dependent and Markovian schedulers that resolve nondeterminism either deterministically or in a randomized way.