mlsanityData to 7 Oct 2026

Parameter Synthesis for Markov Models: Covering the Parameter Space

arXiv 1903.07993 ↗First posted 16 Mar 2019cs.LO cs.SY eess.SYcited by 14

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Abstract (arXiv)

Markov chain analysis is a key technique in formal verification. A practical obstacle is that all probabilities in Markov models need to be known. However, system quantities such as failure rates or packet loss ratios, etc. are often not -- or only partially -- known. This motivates considering parametric models with transitions labeled with functions over parameters. Whereas traditional Markov chain analysis relies on a single, fixed set of probabilities, analysing parametric Markov models focuses on synthesising parameter values that establish a given safety or performance specification varphi. Examples are: what component failure rates ensure the probability of a system breakdown to be below 0.00000001?, or which failure rates maximise the performance, for instance the throughput, of the system? This paper presents various analysis algorithms for parametric discrete-time Markov chains and Markov decision processes. We focus on three problems: (a) do all parameter values within a given region satisfy varphi?, (b) which regions satisfy varphi and which ones do not?, and (c) an approximate version of (b) focusing on covering a large fraction of all possible parameter values. We give a detailed account of the various algorithms, present a software tool realising these techniques, and report on an extensive experimental evaluation on benchmarks that span a wide range of applications.

Key facts. Cited by 14 papers in the map (data through 7 Oct 2026). First posted on arXiv 16 Mar 2019.

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Citing papers per year: 2021: 2; 2022: 0; 2023: 2; 2024: 2; 2025: 3; 2026: 5.

14 papers.

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