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[HHW+15] Ernst Moritz Hahn, Holger Hermanns, Ralf Wimmer, and Bernd Becker. Transient Reward Approximation for Continuous-Time Markov Chains. IEEE Transactions on Reliability, 64, pages 1 - 22, IEEE. July 2015. [pdf] [bib]
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Abstract. We are interested in the analysis of very large continuous-time Markov chains (CTMCs) with many distinct rates. Such models arise naturally in the context of reliability analysis, e. g., of computer network performability analysis, of power grids, of computer virus vulnerability, and in the study of crowd dynamics. We use abstraction tech- niques together with novel algorithms for the computation of bounds on the expected final and accumulated rewards in continuous-time Markov decision processes (CTMDPs). These ingredients are combined in a partly symbolic and partly explicit (symblicit) analysis approach. In particular, we circumvent the use of multi-terminal decision diagrams, because the latter do not work well if facing a large number of different rates. We demonstrate the practical applica- bility and efficiency of the approach on two case studies.