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Probabilistic Timed Reachability in Stochastic Decision Processes

Prof. Dr.-Ing. Holger Hermanns
Ringvorlesung
AG 1, AG 2, AG 3, AG 4, AG 5  
AG Audience

Date, Time and Location

Thursday, 14 April 2005
13:00
-- Not specified --
45
016
Saarbrücken

Abstract

A continuous-time Markov decision process (CTMDP) is a
  generalization of a continuous-time Markov chain in which both
  probabilistic and nondeterministic choices co-exist. CTMDPs are
  used in various application contexts ranging from systems biology
  over artificial intelligence to embedded systems. In this talk
  I present an efficient algorithm to compute the maximum (or minimum)
  probability to reach a set of goal states within a given time bound
  in a uniform CTMDP, i.e., a CTMDP in which the delay time
  distribution per state visit is the same for all states. I will
  prove that these probabilities coincide for (time-abstract)
  history-dependent and Markovian schedulers that resolve
  nondeterminism either deterministically or in a randomized
  way.

joint work with C. Baier (Bonn), J.-P. Katoen (Aachen), and B.R. Haverkort
(Twente)

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Bahareh Kadkhodazadeh, 04/12/2005 13:04
Bahareh Kadkhodazadeh, 04/07/2005 15:37 -- Created document.