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  4. A Semidefinite Programming Approach to Control Synthesis for Stochastic Reach-Avoid Problems
 
conference paper

A Semidefinite Programming Approach to Control Synthesis for Stochastic Reach-Avoid Problems

Drzajic, Dalibor
•
Kariotoglou, Nikolaos
•
Kamgarpour, Maryam  
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2017
ARCH16. 3rd International Workshop on Applied Verification for Continuous and Hybrid Systems
3rd International Workshop on Applied Verification for Continuous and Hybrid Sytems, ARCH16

We propose a computational approach to approximate the value function and control poli- cies for a finite horizon stochastic reach-avoid problem as follows. First, we formulate an infinite dimensional linear program whose solution characterizes the optimal value function of the stochastic reach-avoid. Next, we introduce sum-of-squares polynomials to approxi- mate the solution of this linear program through a semidefinite program. We compare our proposed tool to alternative numerical approaches via several case studie.

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