Symbolic Control of Stochastic Systems via Approximately Bisimilar Finite Abstractions

• Published in: IEEE transactions on automatic control Vol. 59; no. 12; pp. 3135 - 3150
• Main Authors: Zamani, Majid, Mohajerin Esfahani, Peyman, Majumdar, Rupak, Abate, Alessandro, Lygeros, John
• Format: Journal Article
• Language: English
• Published: New York IEEE 01.12.2014; The Institute of Electrical and Electronics Engineers, Inc. (IEEE)
• Subjects: Approximation methods; Computational modeling; Construction specifications; Control systems; Controllers; Lyapunov methods; Mathematical models; Probabilistic logic; Probabilistic methods; Probability theory; Stability analysis; Stochastic models; Stochastic processes; Stochasticity; Synthesis; Temporal logic; linear temporal logic; stochastic systems; bisimulation; incremental stability; Automated synthesis
• ISSN: 0018-9286; 1558-2523
• DOI: 10.1109/TAC.2014.2351652

Symbolic approaches for control design construct finite-state abstract models that are related to the original systems, then use techniques from finite-state synthesis to compute controllers satisfying specifications given in a temporal logic, and finally translate the synthesized schemes back as controllers for the original systems. Such approaches have been successfully developed and implemented for the synthesis of controllers over non-probabilistic control systems. In this paper, we extend the technique to probabilistic control systems modelled by controlled stochastic differential equations. We show that for every stochastic control system satisfying a probabilistic variant of incremental input-to-state stability, and for every given precision ε > 0, a finite-state transition system can be constructed, which is ε-approximately bisimilar to the original stochastic control system. Moreover, we provide results relating stochastic control systems to their corresponding finite-state transition systems in terms of probabilistic bisimulation relations known in the literature. We demonstrate the effectiveness of the construction by synthesizing controllers for stochastic control systems over rich specifications expressed in linear temporal logic. Our technique enables automated, correct-by-construction, controller synthesis for stochastic control systems, which are common mathematical models employed in many safety critical systems subject to structured uncertainty.