Distributional probabilistic model checking

Probabilistic model checking provides formal guarantees for stochastic models relating to a wide range of quantitative properties, such as runtime, energy consumption or cost. But this is typically with respect to the expected value of these quantities, which can mask important aspects of the full p...

Full description

Bibliographic Details
Main Authors: Elsayed-Aly, I, Parker, D, Feng, L
Format: Conference item
Language:English
Published: Springer 2024
_version_ 1826313287442104320
author Elsayed-Aly, I
Parker, D
Feng, L
author_facet Elsayed-Aly, I
Parker, D
Feng, L
author_sort Elsayed-Aly, I
collection OXFORD
description Probabilistic model checking provides formal guarantees for stochastic models relating to a wide range of quantitative properties, such as runtime, energy consumption or cost. But this is typically with respect to the expected value of these quantities, which can mask important aspects of the full probability distribution, such as the possibility of high-risk, low-probability events or multimodalities. We propose a distributional extension of probabilistic model checking, for discrete-time Markov chains (DTMCs) and Markov decision processes (MDPs). We formulate distributional queries, which can reason about a variety of distributional measures, such as variance, value-at-risk or conditional value-at-risk, for the accumulation of reward or cost until a co-safe linear temporal logic formula is satisfied. For DTMCs, we propose a method to compute the full distribution to an arbitrary level of precision, based on a graph analysis and forward analysis of the model. For MDPs, we approximate the optimal policy using distributional value iteration. We implement our techniques and investigate their performance and scalability across a range of large benchmark models.
first_indexed 2024-04-09T03:56:07Z
format Conference item
id oxford-uuid:84fccc86-9169-4755-91bd-73f2057d0528
institution University of Oxford
language English
last_indexed 2024-09-25T04:10:41Z
publishDate 2024
publisher Springer
record_format dspace
spelling oxford-uuid:84fccc86-9169-4755-91bd-73f2057d05282024-06-20T10:58:39ZDistributional probabilistic model checkingConference itemhttp://purl.org/coar/resource_type/c_5794uuid:84fccc86-9169-4755-91bd-73f2057d0528EnglishSymplectic ElementsSpringer2024Elsayed-Aly, IParker, DFeng, LProbabilistic model checking provides formal guarantees for stochastic models relating to a wide range of quantitative properties, such as runtime, energy consumption or cost. But this is typically with respect to the expected value of these quantities, which can mask important aspects of the full probability distribution, such as the possibility of high-risk, low-probability events or multimodalities. We propose a distributional extension of probabilistic model checking, for discrete-time Markov chains (DTMCs) and Markov decision processes (MDPs). We formulate distributional queries, which can reason about a variety of distributional measures, such as variance, value-at-risk or conditional value-at-risk, for the accumulation of reward or cost until a co-safe linear temporal logic formula is satisfied. For DTMCs, we propose a method to compute the full distribution to an arbitrary level of precision, based on a graph analysis and forward analysis of the model. For MDPs, we approximate the optimal policy using distributional value iteration. We implement our techniques and investigate their performance and scalability across a range of large benchmark models.
spellingShingle Elsayed-Aly, I
Parker, D
Feng, L
Distributional probabilistic model checking
title Distributional probabilistic model checking
title_full Distributional probabilistic model checking
title_fullStr Distributional probabilistic model checking
title_full_unstemmed Distributional probabilistic model checking
title_short Distributional probabilistic model checking
title_sort distributional probabilistic model checking
work_keys_str_mv AT elsayedalyi distributionalprobabilisticmodelchecking
AT parkerd distributionalprobabilisticmodelchecking
AT fengl distributionalprobabilisticmodelchecking