• 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