Maximal Invariant Set Computation and Design for Markov Chains
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Publication:6318142
arXiv1905.00947MaRDI QIDQ6318142FDOQ6318142
Authors: Dylan Janak, Behçet Açıkmeşe 
Publication date: 2 May 2019
Abstract: We describe an algorithm for computing the maximal invariant set for a Markov chain with linear safety constraints on the distribution over states. We then propose a Markov chain synthesis method that guarantees finite determination of the maximal invariant set. Although this problem is bilinear in the general case, we are able to optimize the convergence rate to a desirable steady-state distribution over reversible Markov chains by solving a Semidefinite Program (SDP), which promotes efficient computation of the maximal invariant set. We then demonstrate this approach with a decentralized swarm guidance application subject to density upper bounds.
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