Perturbation analysis in verification of Discrete-time Markov Chains

Publication Type:
Conference Proceeding
Citation:
Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics), 2014, 8704 LNCS pp. 218 - 233
Issue Date:
2014-01-01
Full metadata record
Perturbation analysis in probabilistic verification addresses the robustness and sensitivity problem for verification of stochastic models against qualitative and quantitative properties. We identify two types of perturbation bounds, namely non-asymptotic bounds and asymptotic bounds. Non-asymptotic bounds are exact, pointwise bounds that quantify the upper and lower bounds of the verification result subject to a given perturbation of the model, whereas asymptotic bounds are closed-form bounds that approximate non-asymptotic bounds by assuming that the given perturbation is sufficiently small. We perform perturbation analysis in the setting of Discrete-time Markov Chains. We consider three basic matrix norms to capture the perturbation distance, and focus on the computational aspect. Our main contributions include algorithms and tight complexity bounds for calculating both non-asymptotic bounds and asymptotic bounds with respect to the three perturbation distances. © 2014 Springer-Verlag.
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