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Efficient Timeout Synthesis in Fixed-Delay CTMC Using Policy Iteration

机译:使用策略迭代的固定延迟CTMC中有效超时合成

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摘要

We consider the fixed-delay synthesis problem for continuous-time Markov chains extended with fixed-delay transitions (fdCTMC). The goal is to synthesize concrete values of the fixed-delays (timeouts) that minimize the expected total cost incurred before reaching a given set of target states. The same problem has been considered and solved in previous works by computing an optimal policy in a certain discrete-time Markov decision process (MDP) with a huge number of actions that correspond to suitably discretized values of the timeouts. In this paper, we design a symbolic fixed-delay synthesis algorithm which avoids the explicit construction of large action spaces. Instead, the algorithm computes a small sets of "promising" candidate actions on demand. The candidate actions are selected by minimizing a certain objective function by computing its symbolic derivative and extracting a univariate polynomial whose roots are precisely the points where the derivative takes zero value. Since roots of high degree univariate polynomials can be isolated very efficiently using modern mathematical software, we achieve not only drastic memory savings but also speedup by three orders of magnitude compared to the previous methods.
机译:我们考虑使用固定延迟转换(FDCTMC)扩展连续时间马尔可夫链的固定延迟综合问题。目标是综合固定延迟(超时)的具体值,以最小化在达到给定的一组目标状态之前产生的预期总成本。通过在某个离散时间马尔可夫决策过程(MDP)中计算最佳策略,在以前的作品中考虑并解决了相同的问题,其具有与超时的适当离散的值对应的巨大动作。在本文中,我们设计了一种符号固定延迟合成算法,避免了大动作空间的显式构造。相反,该算法根据需要计算一小组“有希望的”候选操作。通过计算其符号衍生物并提取一个单变量多项式来最小化某个目标函数来选择候选操作,其根部正是衍生物需要零值的点。由于高度单变量多项式的根源可以非常有效地使用现代数学软件来孤立,因此不仅达到了剧烈的记忆节省,而且与先前的方法相比,速度三个数量级的加速。

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