Importance sampling for the simulation of highly reliable Markovian systems
Management Science
A framework for rare event simulation of stochastic Petri nets using “RESTART”
WSC '96 Proceedings of the 28th conference on Winter simulation
Simulation Modeling and Analysis
Simulation Modeling and Analysis
Modelling with Generalized Stochastic Petri Nets
Modelling with Generalized Stochastic Petri Nets
Stochastic activity networks: formal definitions and concepts
Lectures on formal methods and performance analysis
Fast Simulation of Rare Events in Queueing and Reliability Models
Performance Evaluation of Computer and Communication Systems, Joint Tutorial Papers of Performance '93 and Sigmetrics '93
Implementation of Importance Splitting Techniques in Stochastic Petri Net Package
TOOLS '00 Proceedings of the 11th International Conference on Computer Performance Evaluation: Modelling Techniques and Tools
Petri Net Modelling and Performability Evaluation with TimeNET 3.0
TOOLS '00 Proceedings of the 11th International Conference on Computer Performance Evaluation: Modelling Techniques and Tools
PRISM: Probabilistic Symbolic Model Checker
TOOLS '02 Proceedings of the 12th International Conference on Computer Performance Evaluation, Modelling Techniques and Tools
Multilevel Splitting for Estimating Rare Event Probabilities
Operations Research
PNPM '01 Proceedings of the 9th international Workshop on Petri Nets and Performance Models (PNPM'01)
The Cross Entropy Method: A Unified Approach To Combinatorial Optimization, Monte-carlo Simulation (Information Science and Statistics)
Principles of Model Checking (Representation and Mind Series)
Principles of Model Checking (Representation and Mind Series)
Basic qualitative properties of Petri nets with multi-guarded transitions
ACC'09 Proceedings of the 2009 conference on American Control Conference
Partial Order Reduction for Probabilistic Branching Time
Electronic Notes in Theoretical Computer Science (ENTCS)
Counterexamples in probabilistic model checking
TACAS'07 Proceedings of the 13th international conference on Tools and algorithms for the construction and analysis of systems
A platform for high performance statistical model checking --- PLASMA
TACAS'12 Proceedings of the 18th international conference on Tools and Algorithms for the Construction and Analysis of Systems
Cross-entropy optimisation of importance sampling parameters for statistical model checking
CAV'12 Proceedings of the 24th international conference on Computer Aided Verification
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We introduce an automated approach for applying rare event simulation to stochastic Petri net (SPN) models of highly reliable systems. Rare event simulation can be much faster than standard simulation because it is able to exploit information about the typical behaviour of the system. Previously, such information came from heuristics, human insight, or analysis on the full state space. We present a formal algorithm that obtains the required information from the high-level SPN-description, without generating the full state space. Essentially, our algorithm reduces the state space of the model into a (much smaller) graph in which each node represents a set of states for which the most likely path to failure has the same form. We empirically demonstrate the efficiency of the method with two case studies.