Two-layer symbolic representation for stochastic models with phase-type distributed events

TitleTwo-layer symbolic representation for stochastic models with phase-type distributed events
Publication TypeJournal Article
Year of Publication2015
AuthorsLongo, F., and M. Scarpa
JournalInternational Journal of Systems Science
Volume46
Pagination1540-1571
ISSN00207721
KeywordsDecision diagram, Decision theory, efficient memory occupation, Many valued logics, Markov processes, Non-Markovian, Petri nets, phase type distributions, Stochastic models, Stochastic systems, symbolic representation
Abstract

Among the techniques that have been proposed for the analysis of non-Markovian models, the state space expansion approach showed great flexibility in terms of modelling capacities.The principal drawback is the explosion of the state space. This paper proposes a two-layer symbolic method for efficiently storing the expanded reachability graph of a non-Markovian model in the case in which continuous phase-type distributions are associated with the firing times of system events, and different memory policies are considered. At the lower layer, the reachability graph is symbolically represented in the form of a set of Kronecker matrices, while, at the higher layer, all the information needed to correctly manage event memory is stored in a multi-terminal multi-valued decision diagram. Such an information is collected by applying a symbolic algorithm, which is based on a couple of theorems. The efficiency of the proposed approach, in terms of memory occupation and execution time, is shown by applying it to a set of non-Markovian stochastic Petri nets and comparing it with a classical explicit expansion algorithm. Moreover, a comparison with a classical symbolic approach is performed whenever possible. © 2013 Taylor & Francis.

URLhttp://www.scopus.com/inward/record.url?eid=2-s2.0-84928644988&partnerID=40&md5=3f853e6fcb8bddeebf2e890076ff798d
DOI10.1080/00207721.2013.822940