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24800 Modelling and analysis of Markov reward automata (extended version)
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Guck, D. and Timmer, M. and Hatefi, H and Ruijters, E.J.J. and Stoelinga, M.I.A. (2014) Modelling and analysis of Markov reward automata (extended version). Technical Report TR-CTIT-14-06, Centre for Telematics and Information Technology, University of Twente, Enschede. ISSN 1381-3625

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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.

Item Type:Internal Report (Technical Report)
Research Group:EWI-FMT: Formal Methods and Tools
Research Program:CTIT-DSN: Dependable Systems and Networks
Research Project:ArRangeer: smARt Railroad maintenance eNGinEERing with stochastic model checking, ROCKS: RigorOus dependability analysis using model ChecKing techniques for Stochastic systems, SENSATION: Self Energy-supporting Autonomous Computation, SYRUP: SYmbolic RedUction of Probabilistic Models
Additional Information:A revised version of this technical report has been published as a conference paper in ATVA 2014; see http://eprints.eemcs.utwente.nl/25349.
Uncontrolled Keywords:rewards, Markov automata, quantitative analysis, MAPA, process algebra
ID Code:24800
Deposited On:18 June 2014
More Information:statisticsmetis

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