Improved reachability analysis in DTMC via divide and conquer

Discrete Time Markov Chains (DTMCs) are widely used to model probabilistic systems in many domains, such as biology, network and communication protocols. There are two main approaches for probability reachability analysis of DTMCs, i.e., solving linear equations or using value iteration. However, bo...

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Main Authors: SONG, Songzheng, GUI, Lin, SUN, Jun, LIU, Yang, DONG, Jin Song
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Language:English
Published: Institutional Knowledge at Singapore Management University 2013
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Online Access:https://ink.library.smu.edu.sg/sis_research/5002
https://ink.library.smu.edu.sg/context/sis_research/article/6005/viewcontent/improved.pdf
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spelling sg-smu-ink.sis_research-60052020-03-12T09:36:57Z Improved reachability analysis in DTMC via divide and conquer SONG, Songzheng GUI, Lin SUN, Jun LIU, Yang DONG, Jin Song Discrete Time Markov Chains (DTMCs) are widely used to model probabilistic systems in many domains, such as biology, network and communication protocols. There are two main approaches for probability reachability analysis of DTMCs, i.e., solving linear equations or using value iteration. However, both approaches have drawbacks. On one hand, solving linear equations can generate accurate results, but it can be only applied to relatively small models. On the other hand, value iteration is more scalable, but often suffers from slow convergence. Furthermore, it is unclear how to parallelize (i.e., taking advantage of multi-cores or distributed computers) these two approaches. In this work, we propose a divide-and-conquer approach to eliminate loops in DTMC and hereby speed up probabilistic reachability analysis. A DTMC is separated into several partitions according to our proposed cutting criteria. Each partition is then solved by Gauss-Jordan elimination effectively and the state space is reduced afterwards. This divide and conquer algorithm will continue until there is no loop existing in the system. Experiments are conducted to demonstrate that our approach can generate accurate results, avoid the slow convergence problems and handle larger models. 2013-06-01T07:00:00Z text application/pdf https://ink.library.smu.edu.sg/sis_research/5002 info:doi/10.1007/978-3-642-38613-8_12 https://ink.library.smu.edu.sg/context/sis_research/article/6005/viewcontent/improved.pdf http://creativecommons.org/licenses/by-nc-nd/4.0/ Research Collection School Of Computing and Information Systems eng Institutional Knowledge at Singapore Management University Software Engineering
institution Singapore Management University
building SMU Libraries
continent Asia
country Singapore
Singapore
content_provider SMU Libraries
collection InK@SMU
language English
topic Software Engineering
spellingShingle Software Engineering
SONG, Songzheng
GUI, Lin
SUN, Jun
LIU, Yang
DONG, Jin Song
Improved reachability analysis in DTMC via divide and conquer
description Discrete Time Markov Chains (DTMCs) are widely used to model probabilistic systems in many domains, such as biology, network and communication protocols. There are two main approaches for probability reachability analysis of DTMCs, i.e., solving linear equations or using value iteration. However, both approaches have drawbacks. On one hand, solving linear equations can generate accurate results, but it can be only applied to relatively small models. On the other hand, value iteration is more scalable, but often suffers from slow convergence. Furthermore, it is unclear how to parallelize (i.e., taking advantage of multi-cores or distributed computers) these two approaches. In this work, we propose a divide-and-conquer approach to eliminate loops in DTMC and hereby speed up probabilistic reachability analysis. A DTMC is separated into several partitions according to our proposed cutting criteria. Each partition is then solved by Gauss-Jordan elimination effectively and the state space is reduced afterwards. This divide and conquer algorithm will continue until there is no loop existing in the system. Experiments are conducted to demonstrate that our approach can generate accurate results, avoid the slow convergence problems and handle larger models.
format text
author SONG, Songzheng
GUI, Lin
SUN, Jun
LIU, Yang
DONG, Jin Song
author_facet SONG, Songzheng
GUI, Lin
SUN, Jun
LIU, Yang
DONG, Jin Song
author_sort SONG, Songzheng
title Improved reachability analysis in DTMC via divide and conquer
title_short Improved reachability analysis in DTMC via divide and conquer
title_full Improved reachability analysis in DTMC via divide and conquer
title_fullStr Improved reachability analysis in DTMC via divide and conquer
title_full_unstemmed Improved reachability analysis in DTMC via divide and conquer
title_sort improved reachability analysis in dtmc via divide and conquer
publisher Institutional Knowledge at Singapore Management University
publishDate 2013
url https://ink.library.smu.edu.sg/sis_research/5002
https://ink.library.smu.edu.sg/context/sis_research/article/6005/viewcontent/improved.pdf
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