Compositional abstraction of large-scale stochastic systems: a relaxed dissipativity approach
From MaRDI portal
Publication:2178236
DOI10.1016/J.NAHS.2020.100880zbMATH Open1441.93293arXiv1902.01223OpenAlexW3006133815MaRDI QIDQ2178236FDOQ2178236
Sadegh Soudjani, Majid Zamani, Abolfazl Lavaei
Publication date: 7 May 2020
Published in: Nonlinear Analysis. Hybrid Systems (Search for Journal in Brave)
Abstract: In this paper, we propose a compositional approach for the construction of finite abstractions (a.k.a. finite Markov decision processes (MDPs)) for networks of discrete-time stochastic control subsystems that are not necessarily stabilizable. The proposed approach leverages the interconnection topology and a notion of finite-step stochastic storage functions, that describes joint dissipativity-type properties of subsystems and their abstractions, and establishes a finite-step stochastic simulation function as a relation between the network and its abstraction. To this end, we first develop a new type of compositionality conditions which is less conservative than the existing ones. In particular, using a relaxation via a finite-step stochastic simulation function, it is possible to construct finite abstractions such that stabilizability of each subsystem is not necessarily required. We then propose an approach to construct finite MDPs together with their corresponding finite-step storage functions for general discrete-time stochastic control systems satisfying an incremental passivablity property. We also construct finite MDPs for a particular class of nonlinear stochastic control systems. To demonstrate the effectiveness of the proposed results, we apply our results on three different case studies.
Full work available at URL: https://arxiv.org/abs/1902.01223
Recommendations
- Compositional construction of infinite abstractions for networks of stochastic control systems
- Compositional abstraction-based synthesis for networks of stochastic switched systems
- From dissipativity theory to compositional construction of finite Markov decision processes
- Compositional synthesis of finite abstractions for networks of systems: a small-gain approach
- Compositional abstraction-based synthesis for continuous-time stochastic hybrid systems
compositional synthesisfinite Markov decision processesfinite-step stochastic simulation functionslarge-scale complex stochastic systemsrelaxed dissipativity-type conditions
Markov and semi-Markov decision processes (90C40) Large-scale systems (93A15) Discrete-time control/observation systems (93C55) Stochastic systems in control theory (general) (93E03)
Cites Work
- Probabilistic reachability and safety for controlled discrete time stochastic hybrid systems
- Title not available (Why is that?)
- A Contraction Theory Approach to Stochastic Incremental Stability
- A Lyapunov approach to incremental stability properties
- An alternative converse Lyapunov theorem for discrete-time systems
- Title not available (Why is that?)
- Bisimulation through probabilistic testing
- Title not available (Why is that?)
- Approximations of Stochastic Hybrid Systems
- Gershgorin's Theorem and the Zeros of Polynomials
- Compositional Controller Synthesis for Stochastic Games
- Compositional probabilistic verification through multi-objective model checking
- A new asymptotic stability criterion for nonlinear time-variant differential equations
- Adaptive and sequential gridding procedures for the abstraction and verification of stochastic processes
- Quantitative automata-based controller synthesis for non-autonomous stochastic hybrid systems
- Quantitative Approximation of the Probability Distribution of a Markov Process by Formal Abstractions
- Dynamic Bayesian networks for formal verification of structured stochastic processes
- Networks of Dissipative Systems
- A compositional modelling and analysis framework for stochastic hybrid systems
- Compositional (In)Finite Abstractions for Large-Scale Interconnected Stochastic Systems
- On stability analysis methods for large-scale discrete-time systems
- Robust PCTL model checking
- Symbolic models for stochastic switched systems: A discretization and a discretization-free approach
- Approximately bisimilar symbolic models for randomly switched stochastic systems
- Symbolic Control of Stochastic Systems via Approximately Bisimilar Finite Abstractions
- Approximations of Stochastic Hybrid Systems: A Compositional Approach
- Non-conservative discrete-time ISS small-gain conditions for closed sets
- Compositional abstraction-based synthesis for networks of stochastic switched systems
- Compositional construction of infinite abstractions for networks of stochastic control systems
- From Dissipativity Theory to Compositional Construction of Finite Markov Decision Processes
- Verification of General Markov Decision Processes by Approximate Similarity Relations and Policy Refinement
Cited In (6)
- Abstraction for Stochastic Systems by Erlang’s Method of Stages
- Abstraction-based synthesis for stochastic systems with omega-regular objectives
- Automata-based controller synthesis for stochastic systems: a game framework via approximate probabilistic relations
- Automated verification and synthesis of stochastic hybrid systems: a survey
- Distributionally Robust Strategy Synthesis for Switched Stochastic Systems
- Compositional abstraction-based synthesis of general MDPs via approximate probabilistic relations
Uses Software
This page was built for publication: Compositional abstraction of large-scale stochastic systems: a relaxed dissipativity approach
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2178236)
