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
Link To Document :
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