Modelling and analysis of Markov reward automata (extended version)

Dennis Guck, Mark Timmer, Hassan Hatefi, Enno Jozef Johannes Ruijters, Mariëlle Ida Antoinette Stoelinga

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    Abstract

    Costs and rewards are important ingredients for cyberphysical systems, modelling critical aspects like energy consumption, task completion, repair costs, and memory usage. This paper introduces Markov reward automata, an extension of Markov automata that allows the modelling of systems incorporating rewards (or costs) in addition to nondeterminism, discrete probabilistic choice and continuous stochastic timing. Rewards come in two flavours: action rewards, acquired instantaneously when taking a transition; and state rewards, acquired while residing in a state. We present algorithms to optimise three reward functions: the expected accumulative reward until a goal is reached; the expected accumulative reward until a certain time bound; and the long-run average reward. We have implemented these algorithms in the SCOOP/IMCA tool chain and show their feasibility via several case studies.
    Original languageEnglish
    Place of PublicationEnschede
    PublisherCentre for Telematics and Information Technology (CTIT)
    Number of pages35
    Publication statusPublished - 2014

    Publication series

    NameCTIT Technical Report Series
    PublisherUniversity of Twente, Centre for Telematics and Information Technology (CTIT)
    No.TR-CTIT-14-06
    ISSN (Print)1381-3625

    Keywords

    • EC Grant Agreement nr.: FP7/295261
    • MAPA
    • Process Algebra
    • Quantitative analysis
    • EC Grant Agreement nr.: FP7/318490
    • Rewards
    • Markov Automata
    • EWI-24800
    • METIS-304117
    • IR-91270
    • EC Grant Agreement nr.: FP7/2007-2013

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  • Cite this

    Guck, D., Timmer, M., Hatefi, H., Ruijters, E. J. J., & Stoelinga, M. I. A. (2014). Modelling and analysis of Markov reward automata (extended version). (CTIT Technical Report Series; No. TR-CTIT-14-06). Enschede: Centre for Telematics and Information Technology (CTIT).