Stochastic reachability of a target tube: Theory and computation
نویسندگان
چکیده
Probabilistic guarantees of safety and performance are important in constrained dynamical systems with stochastic uncertainty. We consider the reachability problem, which maximizes probability that state remains within time-varying constraints (i.e., a “target tube”), despite bounded control authority. This problem subsumes viability terminal hitting-time reach-avoid problems. Of special interest is reach set, set all initial states from it possible to stay target tube above desired threshold. provide sufficient conditions under closed, compact, convex, an underapproximative interpolation technique for sets. Utilizing convex optimization, we propose scalable grid-free algorithm computes polytopic underapproximation synthesizes open-loop controller. anytime, i.e., produces valid output even on early termination. demonstrate efficacy scalability our approach several numerical examples, show outperforms existing software tools verification linear systems.
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چکیده ندارد.
15 صفحه اولStochastic reachability: Theory and numerical approximation
Contents 1 Stochastic reachability: Theory and numerical approximation 1 Maria Prandini 101012.0pt12.0ptPolitecnico di Milano and Jianghai Hu Purdue University 1.
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ژورنال
عنوان ژورنال: Automatica
سال: 2021
ISSN: ['1873-2836', '0005-1098']
DOI: https://doi.org/10.1016/j.automatica.2020.109458