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dc.contributor.author
Mohajerin Esfahani, Peyman
dc.contributor.author
Chatterjee, Debasish
dc.contributor.author
Lygeros, John
dc.date.accessioned
2017-06-11T14:54:09Z
dc.date.available
2017-06-11T14:54:09Z
dc.date.issued
2014
dc.identifier.uri
http://hdl.handle.net/20.500.11850/94996
dc.description.abstract
We study stochastic motion planning problems which involve a controlled process, with possibly discontinuous sample paths, visiting certain subsets of the state-space while avoiding others in a sequential fashion. For this purpose, we first introduce two basic notions of motion planning, and then establish a connection to a class of stochastic optimal control problems concerned with sequential stopping times. A weak dynamic programming principle (DPP) is then proposed, which characterizes the set of initial states that admit a policy enabling the process to execute the desired maneuver with probability no less than some pre-specified value. The proposed DPP comprises auxiliary value functions defined in terms of discontinuous payoff functions. A concrete instance of the use of this novel DPP in the case of diffusion processes is also presented. In this case, we establish that the aforementioned set of initial states can be characterized as the level set of a discontinuous viscosity solution to a sequence of partial differential equations, for which the first one has a known boundary condition, while the boundary conditions of the subsequent ones are determined by the solutions to the preceding steps. Finally, the generality and flexibility of the theoretical results are illustrated on an example involving biological switches.
dc.language.iso
en
dc.publisher
Cornell University
dc.title
Motion Planning via Optimal Control for Stochastic Processes
dc.type
Working Paper
ethz.journal.title
arXiv
ethz.pages.start
arXiv:1211.1138
ethz.notes
Last revised version submitted on 24 April 2014. See also: http://e-citations.ethbib.ethz.ch/view/pub:151266.
ethz.identifier.nebis
000037341
ethz.publication.place
Ithaca, NY
ethz.publication.status
published
ethz.leitzahl
ETH Zürich::00002 - ETH Zürich::00012 - Lehre und Forschung::00007 - Departemente::02140 - Dep. Inf.technologie und Elektrotechnik / Dep. of Inform.Technol. Electrical Eng.::02650 - Institut für Automatik / Automatic Control Laboratory::03751 - Lygeros, John / Lygeros, John
ethz.leitzahl.certified
ETH Zürich::00002 - ETH Zürich::00012 - Lehre und Forschung::00007 - Departemente::02140 - Dep. Inf.technologie und Elektrotechnik / Dep. of Inform.Technol. Electrical Eng.::02650 - Institut für Automatik / Automatic Control Laboratory::03751 - Lygeros, John / Lygeros, John
ethz.identifier.url
http://arxiv.org/abs/1211.1138
ethz.date.deposited
2017-06-11T14:54:32Z
ethz.source
ECIT
ethz.identifier.importid
imp593652b65edbe39378
ethz.ecitpid
pub:149131
ethz.eth
yes
ethz.availability
Metadata only
ethz.rosetta.installDate
2017-07-15T21:17:47Z
ethz.rosetta.lastUpdated
2018-11-02T17:26:32Z
ethz.rosetta.exportRequired
true
ethz.rosetta.versionExported
true
ethz.COinS
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