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Lumpability for Uncertain Continuous-Time Markov Chains

7 September 2021
2:30 pm
San Francesco Complex - Sagrestia

The assumption of perfect knowledge of rate parameters in continuous-time Markov chains (CTMCs) is undermined when confronted with reality, where they may be uncertain due to lack of information or because of measurement noise. In this talk we consider uncertain CTMCs, where rates are assumed to vary nondeterministically with time from bounded continuous intervals. This leads to a semantics which associates each state with the reachable set of its probability under all possible choices of the uncertain rates. We develop a notion of lumpability which identifies a partition of states where each block preserves the reachable set of the sum of its probabilities, essentially lifting the well-known CTMC ordinary lumpability to the uncertain setting. We proceed with this analogy with two further contributions: a logical characterization of uncertain CTMC lumping in terms of continuous stochastic logic; and a polynomial time and space algorithm for the minimization of uncertain CTMCs by partition refinement, using the CTMC lumping algorithm as an inner step. As a case study, we show that the minimizations in a substantial number of CTMC models reported in the literature are robust with respect to uncertainties around their original, fixed, rate values.

This is a join work with Luca Cardelli, Radu Grosu, Kim G. Larsen, Mirco Tribastone and Andrea Vandin


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Max Tschaikowski - Aalborg University, Denmark