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Model Checking Markov Population Models by Stochastic Approximations

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 Added by Luca Bortolussi
 Publication date 2017
and research's language is English




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Many complex systems can be described by population models, in which a pool of agents interacts and produces complex collective behaviours. We consider the problem of verifying formal properties of the underlying mathematical representation of these models, which is a Continuous Time Markov Chain, often with a huge state space. To circumvent the state space explosion, we rely on stochastic approximation techniques, which replace the large model by a simpler one, guaranteed to be probabilistically consistent. We show how to efficiently and accurately verify properties of random individual agents, specified by Continuous Stochastic Logic extended with Timed Automata (CSL-TA), and how to lift these specifications to the collective level, approximating the number of agents satisfying them using second or higher order stochastic approximation techniques.



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Parametric Markov chains occur quite naturally in various applications: they can be used for a conservative analysis of probabilistic systems (no matter how the parameter is chosen, the system works to specification); they can be used to find optimal settings for a parameter; they can be used to visualise the influence of system parameters; and they can be used to make it easy to adjust the analysis for the case that parameters change. Unfortunately, these advancements come at a cost: parametric model checking is---or rather was---often slow. To make the analysis of parametric Markov models scale, we need three ingredients: clever algorithms, the right data structure, and good engineering. Clever algorithms are often the main (or sole) selling point; and we face the trouble that this paper focuses on -- the latter ingredients to efficient model checking. Consequently, our easiest claim to fame is in the speed-up we have often realised when comparing to the state of the art.
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