A Semidefinite Programming Approach to Control Synthesis for Stochastic Reach-Avoid Problems
METADATA ONLY
Loading...
Author / Producer
Date
2017
Publication Type
Conference Paper
ETH Bibliography
yes
Citations
Altmetric
METADATA ONLY
Data
Rights / License
Abstract
We propose a computational approach to approximate the value function and control policies for a finite horizon stochastic reach-avoid problem as follows. First, we formulate an infinite dimensional linear program whose solution characterizes the optimal value function of the stochastic reach-avoid. Next, we introduce sum-of-squares polynomials to approximate the solution of this linear program through a semidefinite program. We compare our proposed tool to alternative numerical approaches via several case studies.
Permanent link
Publication status
published
External links
Book title
ARCH16. 3rd International Workshop on Applied Verification for Continuous and Hybrid Systems
Journal / series
Volume
44
Pages / Article No.
134 - 143
Publisher
EasyChair
Event
3rd International Workshop on Applied Verification for Continuous and Hybrid Sytems, ARCH16
Edition / version
Methods
Software
Geographic location
Date collected
Date created
Subject
Organisational unit
09578 - Kamgarpour, Maryam (ehemalig) / Kamgarpour, Maryam (former)
03751 - Lygeros, John / Lygeros, John