Title
Optimal control of partially observable discrete time stochastic hybrid systems for safety specifications
Abstract
This paper describes a theoretical framework for the design of controllers to satisfy probabilistic safety specifications for partially observable discrete time stochastic hybrid systems. We formulate the problem as a partial information stochastic optimal control problem, in which the objective is to maximize the probability that the state trajectory remains within a given safe set in the hybrid state space, using observations of the history of inputs and outputs. It is shown that this optimal control problem, which has a multiplicative payoff structure, is equivalent to a terminal payoff problem when the state space is augmented with a binary random variable capturing the safety of past state evolution. This allows us to derive a sufficient statistic for the probabilistic safety problem as a set of Bayesian filtering equations updating a conditional distribution on the augmented state space, as well as an abstract dynamic programming algorithm for computing the maximal probability of safety and an optimal control policy.
Year
DOI
Venue
2013
10.1109/ACC.2013.6580815
American Control Conference
Keywords
Field
DocType
Bayes methods,control system synthesis,discrete time systems,dynamic programming,observability,optimal control,state-space methods,statistical distributions,stochastic systems,Bayesian filtering equations,abstract dynamic programming algorithm,augmented state space,binary random variable,conditional distribution,controller design,hybrid state space,input history observation,maximal safety probability,multiplicative payoff structure,output history observation,partial information stochastic optimal control problem,partially-observable discrete time stochastic hybrid systems,probabilistic safety specifications,state trajectory,sufficient statistics,terminal payoff problem
Random variable,Mathematical optimization,Optimal control,Discrete-time stochastic process,Control theory,Computer science,Probability distribution,Hybrid system,State space,Stochastic control,Stochastic game
Conference
ISSN
ISBN
Citations 
0743-1619
978-1-4799-0177-7
10
PageRank 
References 
Authors
0.59
13
3
Name
Order
Citations
PageRank
Jerry Ding11419.61
Alessandro Abate2109894.52
Claire J. Tomlin31491158.05