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  • 标题:Compositional Construction of Finite MDPs for Continuous-Time Stochastic Systems: A Dissipativity Approach ⁎
  • 本地全文:下载
  • 作者:Ameneh Nejati ; Majid Zamani
  • 期刊名称:IFAC PapersOnLine
  • 印刷版ISSN:2405-8963
  • 出版年度:2020
  • 卷号:53
  • 期号:2
  • 页码:1962-1967
  • DOI:10.1016/j.ifacol.2020.12.2556
  • 语种:English
  • 出版社:Elsevier
  • 摘要:AbstractThis paper provides a compositional scheme based on dissipativity approaches for constructing finite abstractions of continuous-time continuous-space stochastic control systems. The proposed framework enjoys the structure of the interconnection topology and employs a notion of stochastic storage functions, that describe joint dissipativity-type properties of subsystems and their abstractions. By utilizing those stochastic storage functions, one can establish a relation between continuous-time continuous-space stochastic systems and their finite counterparts while quantifying probabilistic distances between their output trajectories. Consequently, one can employ the finite system as a suitable substitution of the continuous-time one in the controller design process with a guaranteed error bound. In this respect, we first leverage dissipativity-type compositional conditions for the compositional quantification of the distance between the interconnection of continuous-time continuous-space stochastic systems and that of their discrete-time (finite or infinite) abstractions. We then consider a specific class of stochastic affine systems and construct their finite abstractions together with their corresponding stochastic storage functions. We illustrate the effectiveness of the proposed techniques by applying them to a physical case study.
  • 关键词:KeywordsCompositional Abstraction-based SynthesisContinuous-Time Stochastic SystemsFinite Markov Decision ProcessesDissipativity ReasoningFormal Synthesis
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