DocumentCode
3166424
Title
Robust control of uncertain Markov Decision Processes with temporal logic specifications
Author
Wolff, Eric M. ; Topcu, Ufuk ; Murray, Richard M.
Author_Institution
Dept. of Control & Dynamical Syst., California Inst. of Technol., Pasadena, CA, USA
fYear
2012
fDate
10-13 Dec. 2012
Firstpage
3372
Lastpage
3379
Abstract
We present a method for designing a robust control policy for an uncertain system subject to temporal logic specifications. The system is modeled as a finite Markov Decision Process (MDP) whose transition probabilities are not exactly known but are known to belong to a given uncertainty set. A robust control policy is generated for the MDP that maximizes the worst-case probability of satisfying the specification over all transition probabilities in this uncertainty set. To this end, we use a procedure from probabilistic model checking to combine the system model with an automaton representing the specification. This new MDP is then transformed into an equivalent form that satisfies assumptions for stochastic shortest path dynamic programming. A robust version of dynamic programming solves for a ε-suboptimal robust control policy with time complexity O(log1/ε) times that for the non-robust case.
Keywords
Markov processes; computational complexity; control system synthesis; dynamic programming; formal verification; robust control; temporal logic; uncertain systems; ε-suboptimal robust control policy; MDP; O(log1/ε) times; automaton; equivalent form; finite Markov decision process; probabilistic model checking; robust control policy design; stochastic shortest path dynamic programming; temporal logic specifications; time complexity; transition probabilities; uncertain Markov decision processes; uncertain system; worst-case probability; Automata; Dynamic programming; Robust control; Robustness; TV; Uncertainty; Vectors;
fLanguage
English
Publisher
ieee
Conference_Titel
Decision and Control (CDC), 2012 IEEE 51st Annual Conference on
Conference_Location
Maui, HI
ISSN
0743-1546
Print_ISBN
978-1-4673-2065-8
Electronic_ISBN
0743-1546
Type
conf
DOI
10.1109/CDC.2012.6426174
Filename
6426174
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