PARAM: A Model Checker for Parametric Markov Models

Ernst Moritz Hahn; Holger Hermanns; Björn Wachter; Lijun Zhang

doi:10.1007/978-3-642-14295-6_56

PARAM: A Model Checker for Parametric Markov Models

Ernst Moritz Hahn, Holger Hermanns, Björn Wachter, Lijun Zhang

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution

96 Citations (Scopus)

Abstract

We present PARAM 1.0, a model checker for parametric discrete-time Markov chains (PMCs). PARAM can evaluate temporal properties of PMCs and certain extensions of this class. Due to parametricity, evaluation results are polynomials or rational functions. By instantiating the parameters in the result function, one can cheaply obtain results for multiple individual instantiations, based on only a single more expensive analysis. In addition, it is possible to post-process the result function symbolically using for instance computer algebra packages, to derive optimum parameters or to identify worst cases.

Original language	English
Title of host publication	Computer Aided Verification, 22nd International Conference, CAV 2010, Edinburgh, UK, July 15-19, 2010. Proceedings
Pages	660-664
Number of pages	5
DOIs	https://doi.org/10.1007/978-3-642-14295-6_56
Publication status	Published - 2010
Externally published	Yes

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10.1007/978-3-642-14295-6_56

https://doi.org/10.1007/978-3-642-14295-6_56

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title = "PARAM: A Model Checker for Parametric Markov Models",

abstract = "We present PARAM 1.0, a model checker for parametric discrete-time Markov chains (PMCs). PARAM can evaluate temporal properties of PMCs and certain extensions of this class. Due to parametricity, evaluation results are polynomials or rational functions. By instantiating the parameters in the result function, one can cheaply obtain results for multiple individual instantiations, based on only a single more expensive analysis. In addition, it is possible to post-process the result function symbolically using for instance computer algebra packages, to derive optimum parameters or to identify worst cases.",

author = "Hahn, {Ernst Moritz} and Holger Hermanns and Bj{\"o}rn Wachter and Lijun Zhang",

year = "2010",

doi = "10.1007/978-3-642-14295-6_56",

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AU - Hahn, Ernst Moritz

AU - Hermanns, Holger

AU - Wachter, Björn

AU - Zhang, Lijun

PY - 2010

Y1 - 2010

N2 - We present PARAM 1.0, a model checker for parametric discrete-time Markov chains (PMCs). PARAM can evaluate temporal properties of PMCs and certain extensions of this class. Due to parametricity, evaluation results are polynomials or rational functions. By instantiating the parameters in the result function, one can cheaply obtain results for multiple individual instantiations, based on only a single more expensive analysis. In addition, it is possible to post-process the result function symbolically using for instance computer algebra packages, to derive optimum parameters or to identify worst cases.

AB - We present PARAM 1.0, a model checker for parametric discrete-time Markov chains (PMCs). PARAM can evaluate temporal properties of PMCs and certain extensions of this class. Due to parametricity, evaluation results are polynomials or rational functions. By instantiating the parameters in the result function, one can cheaply obtain results for multiple individual instantiations, based on only a single more expensive analysis. In addition, it is possible to post-process the result function symbolically using for instance computer algebra packages, to derive optimum parameters or to identify worst cases.

U2 - 10.1007/978-3-642-14295-6_56

DO - 10.1007/978-3-642-14295-6_56

M3 - Conference contribution

SP - 660

EP - 664

BT - Computer Aided Verification, 22nd International Conference, CAV 2010, Edinburgh, UK, July 15-19, 2010. Proceedings

ER -

PARAM: A Model Checker for Parametric Markov Models

Abstract

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