Nothing Special   »   [go: up one dir, main page]

Skip to main content

Computing the Expected Accumulated Reward and Gain for a Subclass of Infinite Markov Chains

  • Conference paper
FSTTCS 2005: Foundations of Software Technology and Theoretical Computer Science (FSTTCS 2005)

Part of the book series: Lecture Notes in Computer Science ((LNTCS,volume 3821))

Abstract

We consider the problem of computing the expected accumulated reward and the average gain per transition in a subclass of Markov chains with countable state spaces where all states are assigned a non-negative reward. We state several abstract conditions that guarantee computability of the above properties up to an arbitrarily small (but non-zero) given error. Finally, we show that our results can be applied to probabilistic lossy channel systems, a well-known model of processes communicating through faulty channels.

This is a preview of subscription content, log in via an institution to check access.

Access this chapter

Subscribe and save

Springer+ Basic
$34.99 /Month
  • Get 10 units per month
  • Download Article/Chapter or eBook
  • 1 Unit = 1 Article or 1 Chapter
  • Cancel anytime
Subscribe now

Buy Now

Chapter
USD 29.95
Price excludes VAT (USA)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
eBook
USD 84.99
Price excludes VAT (USA)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
Softcover Book
USD 109.99
Price excludes VAT (USA)
  • Compact, lightweight edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info

Tax calculation will be finalised at checkout

Purchases are for personal use only

Institutional subscriptions

Preview

Unable to display preview. Download preview PDF.

Unable to display preview. Download preview PDF.

Similar content being viewed by others

References

  1. Abdulla, P., Henda, N.B., Mayr, R.: Verifying infinite Markov chains with a finite attractor or the global coarseness property. In: Proceedings of LICS 2005, pp. 127–136. IEEE, Los Alamitos (2005)

    Google Scholar 

  2. Abdulla, P.A., Jonsson, B.: Verifying programs with unreliable channels. I&C 127(2), 91–101 (1996)

    MATH  MathSciNet  Google Scholar 

  3. Abdulla, P.A., Rabinovich, A.: Verification of probabilistic systems with faulty communication. In: Gordon, A.D. (ed.) FOSSACS 2003. LNCS, vol. 2620, pp. 39–53. Springer, Heidelberg (2003)

    Chapter  Google Scholar 

  4. Baier, C., Engelen, B.: Establishing qualitative properties for probabilistic lossy channel systems: an algorithmic approach. In: Katoen, J.-P. (ed.) AMAST-ARTS 1999, ARTS 1999, and AMAST-WS 1999. LNCS, vol. 1601, pp. 34–52. Springer, Heidelberg (1999)

    Chapter  Google Scholar 

  5. Bertrand, N., Schnoebelen, P.: Model checking lossy channel systems is probably decidable. In: Gordon, A.D. (ed.) FOSSACS 2003. LNCS, vol. 2620, pp. 120–135. Springer, Heidelberg (2003)

    Chapter  Google Scholar 

  6. Bianco, A., de Alfaro, L.: Model checking of probabalistic and nondeterministic systems. In: Thiagarajan, P.S. (ed.) FSTTCS 1995. LNCS, vol. 1026, pp. 499–513. Springer, Heidelberg (1995)

    Google Scholar 

  7. Brázdil, T., Esparza, J., Kučera, A.: Analysis and prediction of the long-run behavior of probabilistic sequential programs with recursion. In: Proceedings of FOCS 2005, IEEE, Los Alamitos (2005) (to appear)

    Google Scholar 

  8. Brázdil, T., Kučera, A.: Computing the expected accumulated reward and gain for a subclass of infinite markov chains. Technical report FIMU-RS-2005-10, Faculty of Informatics, Masaryk University (2005)

    Google Scholar 

  9. Brázdil, T., Kučera, A., Stražovský, O.: On the decidability of temporal properties of probabilistic pushdown automata. In: Diekert, V., Durand, B. (eds.) STACS 2005. LNCS, vol. 3404, pp. 145–157. Springer, Heidelberg (2005)

    Chapter  Google Scholar 

  10. Courcoubetis, C., Yannakakis, M.: Verifying temporal properties of finite-state probabilistic programs. In: Proceedings of FOCS 1988, pp. 338–345. IEEE, Los Alamitos (1988)

    Google Scholar 

  11. Courcoubetis, C., Yannakakis, M.: The complexity of probabilistic verification. JACM 42(4), 857–907 (1995)

    Article  MATH  MathSciNet  Google Scholar 

  12. de Alfaro, L., Kwiatkowska, M.Z., Norman, G., Parker, D., Segala, R.: Symbolic model checking of probabilistic processes using MTBDDs and the Kronecker representation. In: Schwartzbach, M.I., Graf, S. (eds.) TACAS 2000. LNCS, vol. 1785, pp. 395–410. Springer, Heidelberg (2000)

    Chapter  Google Scholar 

  13. Esparza, J., Kučera, A., Mayr, R.: Model-checking probabilistic pushdown automata. In: Proceedings of LICS 2004, pp. 12–21. IEEE, Los Alamitos (2004)

    Google Scholar 

  14. Esparza, J., Kučera, A., Mayr, R.: Quantitative analysis of probabilistic pushdown automata: Expectations and variances. In: Proceedings of LICS 2005, pp. 117–126. IEEE, Los Alamitos (2005)

    Google Scholar 

  15. Etessami, K., Yannakakis, M.: Algorithmic verification of recursive probabilistic systems. In: Halbwachs, N., Zuck, L.D. (eds.) TACAS 2005. LNCS, vol. 3440, pp. 253–270. Springer, Heidelberg (2005)

    Chapter  Google Scholar 

  16. Etessami, K., Yannakakis, M.: Recursive Markov chains, stochastic grammars, and monotone systems of non-linear equations. In: Diekert, V., Durand, B. (eds.) STACS 2005. LNCS, vol. 3404, pp. 340–352. Springer, Heidelberg (2005)

    Chapter  Google Scholar 

  17. Cho, E., Meyer, C.D.: Markov chain sensitivity measured by mean first passage times. Linear Algebra and its Applications 316(1-3), 21–28 (2000)

    Article  MATH  MathSciNet  Google Scholar 

  18. Iyer, S.P., Narasimha, M.: Probabilistic lossy channel systems. In: Bidoit, M., Dauchet, M. (eds.) CAAP 1997, FASE 1997, and TAPSOFT 1997. LNCS, vol. 1214, pp. 667–681. Springer, Heidelberg (1997)

    Chapter  Google Scholar 

  19. Kwiatkowska, M.Z.: Model checking for probability and time: from theory to practice. In: Proceedings of LICS 2003, pp. 351–360. IEEE, Los Alamitos (2003)

    Google Scholar 

  20. Puterman, M.: Markov Decision Processes. John Wiley and Sons, Chichester (1994)

    Book  MATH  Google Scholar 

  21. Rabinovich, A.: Quantitative analysis of probabilistic lossy channel systems. In: Baeten, J.C.M., Lenstra, J.K., Parrow, J., Woeginger, G.J. (eds.) ICALP 2003. LNCS, vol. 2719, pp. 1008–1021. Springer, Heidelberg (2003)

    Chapter  Google Scholar 

  22. Rutten, J., Kwiatkowska, M., Norman, G., Parker, D.: Mathematical Techniques for Analyzing Concurrent and Probabilistic Systems. CRM Monograph Series, vol. 23. American Mathematical Society, Providence (2004)

    MATH  Google Scholar 

  23. Schnoebelen, P.: The verification of probabilistic lossy channel systems. In: Baier, C., Haverkort, B.R., Hermanns, H., Katoen, J.-P., Siegle, M. (eds.) Validation of Stochastic Systems. LNCS, vol. 2925, pp. 445–465. Springer, Heidelberg (2004)

    Chapter  Google Scholar 

  24. Vardi, M.: Automatic verification of probabilistic concurrent finite-state programs. In: Proceedings of FOCS 1985, pp. 327–338. IEEE, Los Alamitos (1985)

    Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

Editor information

Editors and Affiliations

Rights and permissions

Reprints and permissions

Copyright information

© 2005 Springer-Verlag Berlin Heidelberg

About this paper

Cite this paper

Brázdil, T., Kučera, A. (2005). Computing the Expected Accumulated Reward and Gain for a Subclass of Infinite Markov Chains. In: Sarukkai, S., Sen, S. (eds) FSTTCS 2005: Foundations of Software Technology and Theoretical Computer Science. FSTTCS 2005. Lecture Notes in Computer Science, vol 3821. Springer, Berlin, Heidelberg. https://doi.org/10.1007/11590156_30

Download citation

  • DOI: https://doi.org/10.1007/11590156_30

  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-30495-1

  • Online ISBN: 978-3-540-32419-5

  • eBook Packages: Computer ScienceComputer Science (R0)

Publish with us

Policies and ethics