A dynamic game approach to distributionally robust safety specifications for stochastic systems
From MaRDI portal
Publication:1797093
DOI10.1016/j.automatica.2018.04.022zbMath1400.93336arXiv1701.06260OpenAlexW2582119505MaRDI QIDQ1797093
Publication date: 17 October 2018
Published in: Automatica (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1701.06260
verificationgame theorydynamic programmingreachabilitystochastic controldualitystochastic systemssafety analysis
Dynamic programming (90C39) Optimal stochastic control (93E20) Semi-infinite programming (90C34) Stochastic systems in control theory (general) (93E03) Dynamic games (91A25)
Related Items (8)
Distributional Robustness in Minimax Linear Quadratic Control with Wasserstein Distance ⋮ A convex optimization approach to dynamic programming in continuous state and action spaces ⋮ Frameworks and results in distributionally robust optimization ⋮ Online learning based risk-averse stochastic MPC of constrained linear uncertain systems ⋮ Distributionally robust fault detection design and assessment for dynamical systems ⋮ Stochastic reachability of a target tube: theory and computation ⋮ Linear Temporal Logic Satisfaction in Adversarial Environments Using Secure Control Barrier Certificates ⋮ Risk-averse autonomous systems: a brief history and recent developments from the perspective of optimal control
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Data-driven chance constrained stochastic program
- Reachability for partially observable discrete time stochastic hybrid systems
- Verification of discrete time stochastic hybrid systems: a stochastic reach-avoid decision problem
- Semi-infinite programming
- Controllers for reachability specifications for hybrid systems
- Discretization methods for the solution of semi-infinite programming problems
- Uncertain convex programs: randomized solutions and confidence levels
- Data-driven distributionally robust optimization using the Wasserstein metric: performance guarantees and tractable reformulations
- Probabilistic reachability and safety for controlled discrete time stochastic hybrid systems
- Ambiguous chance constrained problems and robust optimization
- On the minimax reachability of target sets and target tubes
- A stochastic games framework for verification and control of discrete time stochastic hybrid systems
- Global Optimization with Polynomials and the Problem of Moments
- Distributionally Robust Markov Decision Processes
- Distributionally Robust Convex Optimization
- Distributionally Robust Counterpart in Markov Decision Processes
- Distributionally Robust Control of Constrained Stochastic Systems
- Control for Safety Specifications of Systems With Imperfect Information on a Partial Order
- Reachable set computation for uncertain time-varying linear systems
- Distributionally Robust Optimization Under Moment Uncertainty with Application to Data-Driven Problems
- Semi-Infinite Programming: Theory, Methods, and Applications
- Worst-Case Value-At-Risk and Robust Portfolio Optimization: A Conic Programming Approach
- Conditions for optimality in dynamic programming and for the limit of n-stage optimal policies to be optimal
- Minimax Control of Discrete-Time Stochastic Systems
- Decomposition of Reachable Sets and Tubes for a Class of Nonlinear Systems
- A time-dependent Hamilton-Jacobi formulation of reachable sets for continuous dynamic games
- Reachability Analysis of Discrete-Time Systems With Disturbances
- A Framework for Worst-Case and Stochastic Safety Verification Using Barrier Certificates
- Hamilton–Jacobi Formulation for Reach–Avoid Differential Games
- Hybrid Systems: Computation and Control
- Hybrid Systems: Computation and Control
- Introduction to global optimization.
This page was built for publication: A dynamic game approach to distributionally robust safety specifications for stochastic systems
