Controlled Markov chains with safety upper bound

被引:26
作者
Arapostathis, A [1 ]
Kumar, R
Tangirala, S
机构
[1] Univ Texas, Dept Elect & Comp Engn, Austin, TX 78012 USA
[2] Iowa State Univ Sci & Technol, Dept Elect & Comp Engn, Ames, IA 50011 USA
[3] Penn State Univ, Appl Res Lab, University Pk, PA 16802 USA
关键词
discrete-event system (DES); Markov chain; reliability; safety specification; stochastic system;
D O I
10.1109/TAC.2003.814267
中图分类号
TP [自动化技术、计算机技术];
学科分类号
0812 ;
摘要
In this note, we introduce and study the notion of safety control of stochastic discrete-event systems (DESs), modeled as controlled Markov chains. For nonstochastic DESs modeled by state machines or automata, safety is specified as a set of forbidden states, or equivalently by a binary valued vector that imposes an upper bound on the set of states permitted to be visited. We generalize this notion of safety to the setting of stochastic DESs by specifying it as an unit-interval valued vector that imposes an upper bound on the state probability distribution vector. Under the assumption of complete state observation, we identify: 1) the set of all state feedback controllers that satisfy the safety requirement for any given safe initial state probability distribution, and 2) the set of all safe initial state probability distributions for a given state feedback controller.
引用
收藏
页码:1230 / 1234
页数:5
相关论文
共 11 条
[1]  
[Anonymous], 1995, MODELING CONTROL LOG
[2]  
Bertsekas D. P., 1987, DYNAMIC PROGRAMMING
[3]  
Borkar VS, 1989, PITMAN RES NOTES MAT, V203, P213
[4]  
BORKAR VS, 1991, TOPICS CONTROLLED MA
[5]  
FLEMING W. H., 2005, Stochastic Modelling and Applied Probability, V2nd
[6]   Risk-sensitive control of finite state machines on an infinite horizon II [J].
Fleming, WH ;
Hernández-Hernández, D .
SIAM JOURNAL ON CONTROL AND OPTIMIZATION, 1999, 37 (04) :1048-1069
[7]   Risk-sensitive control of finite state machines on an infinite horizon .1. [J].
Fleming, WH ;
HernandezHernanadez, D .
SIAM JOURNAL ON CONTROL AND OPTIMIZATION, 1997, 35 (05) :1790-1810
[8]   A probabilistic language formalism for stochastic discrete-event systems [J].
Garg, VK ;
Kumar, R ;
Marcus, SI .
IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 1999, 44 (02) :280-293
[9]  
KUMAR P. R., 2015, Stochastic Systems: Estimation, Identification, and Adaptive Control
[10]   Control of stochastic discrete event systems modeled by probabilistic languages [J].
Kumar, R ;
Garg, VK .
IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 2001, 46 (04) :593-606