Distributionally Robust Strategy Synthesis for Switched Stochastic Systems

DOI10.1145/3575870.3587127arXiv2212.14260OpenAlexW4375852054MaRDI QIDQ6202089FDOQ6202089

Authors: D. Boskos, Luca Laurenti, M. jun. Mazo 

Publication date: 21 February 2024

Published in: Proceedings of the 26th ACM International Conference on Hybrid Systems: Computation and Control (Search for Journal in Brave)

Abstract: We present a novel framework for formal control of uncertain discrete-time switched stochastic systems against probabilistic reach-avoid specifications, defined as the probability of reaching a goal region while being safe. In particular, we consider stochastic systems with additive noise, whose distribution lies in an ambiguity set of distributions that are $varepsilon-$close to a nominal one according to the Wasserstein distance. For this class of systems, we derive control synthesis algorithms that are robust against all these distributions and maximize the probability of satisfying a reach-avoid specification. The framework we present first learns an abstraction of a switched stochastic system as a robust Markov decision process (robust MDP) by accounting for both the stochasticity of the system and the uncertainty in the noise distribution. Then, it synthesizes a strategy on the resulting robust MDP that maximizes the probability of satisfying the property and is robust to all uncertainty in the system. This strategy is then refined into a switching strategy for the original stochastic system. By exploiting tools from optimal transport and stochastic programming, we show that synthesizing such a strategy reduces to solving a set of linear programs, thus guaranteeing efficiency. We experimentally validate the efficacy of our framework on various case studies, including both linear and non-linear switched stochastic systems.

Full work available at URL: https://arxiv.org/abs/2212.14260

zbMATH Keywords

Wasserstein distanceswitched stochastic systemsformal synthesissafe autonomyuncertain Markov decision processes

Mathematics Subject Classification ID

Formal languages and automata (68Q45) Specification and verification (program logics, model checking, etc.) (68Q60) Control/observation systems governed by functional relations other than differential equations (such as hybrid and switching systems) (93C30)

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