Topologies of Stochastic Markov Models: Computational Aspects

Giorgio Bacci; Giovanni Bacci; Kim G. Larsen; Radu Mardare

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arXiv · 1403.6032

Topologies of Stochastic Markov Models: Computational Aspects

Giorgio Bacci·Giovanni Bacci·Kim G. Larsen·Radu Mardare

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Abstract

In this paper we propose two behavioral distances that support approximate reasoning on Stochastic Markov Models (SMMs), that are continuous-time stochastic transition systems where the residence time on each state is described by a generic probability measure on the positive real line. In particular, we study the problem of measuring the behavioral dissimilarity of two SMMs against linear real-time specifications expressed as Metric Temporal Logic (MTL) formulas or Deterministic Timed-Automata (DTA). The most natural choice for such a distance is the one that measures the maximal difference that can be observed comparing two SMMs with respect to their probability of satisfying an arbitrary specification. We show that computing this metric is NP-hard. In addition, we show that any algorithm that approximates the distance within a certain absolute error, depending on the size of the SMMs, is NP-hard. Nevertheless, we introduce an alternative distance, based on the Kantorovich metric, that is an over-approximation of the former and we show that, under mild assumptions on the residence time distributions, it can be computed in polynomial time.

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Giorgio Bacci, Giovanni Bacci, Kim G. Larsen, Radu Mardare. 2014-03-25. Topologies of Stochastic Markov Models: Computational Aspects. https://arxiv.org/abs/1403.6032

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