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International Conference on Formal Modeling and Analysis of Timed Systems

FORMATS 2016: Formal Modeling and Analysis of Timed Systems pp 69–84Cite as

On Optimal Control of Stochastic Linear Hybrid Systems

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Part of the book series: Lecture Notes in Computer Science ((LNTCS,volume 9884))

Abstract

Cyber-physical systems are often hybrid consisting of both discrete and continuous subsystems. The continuous dynamics in cyber-physical systems could be noisy and the environment in which these stochastic hybrid systems operate can also be uncertain. We focus on multimodal hybrid systems in which the switching from one mode to another is determined by a schedule and the optimal finite horizon control problem is to discover the switching schedule as well as the control inputs to be applied in each mode such that some cost metric is minimized over the given horizon. We consider discrete-time control in this paper. We present a two step approach to solve this problem with respect to convex cost objectives and probabilistic safety properties. Our approach uses a combination of sample average approximation and convex programming. We demonstrate the effectiveness of our approach on case studies from temperature-control in buildings and motion planning.

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Authors and Affiliations

  1. United Technology Research Center, Berkeley, USA

    Susmit Jha & Vasumathi Raman

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  1. Susmit Jha
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  2. Vasumathi Raman
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Correspondence to Susmit Jha .

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Editors and Affiliations

  1. Carl von Ossietzky Universität , Oldenburg, Germany

    Martin Fränzle

  2. LSV, ENS de Cachan , Cachan Cedex, France

    Nicolas Markey

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Jha, S., Raman, V. (2016). On Optimal Control of Stochastic Linear Hybrid Systems. In: Fränzle, M., Markey, N. (eds) Formal Modeling and Analysis of Timed Systems. FORMATS 2016. Lecture Notes in Computer Science(), vol 9884. Springer, Cham. https://doi.org/10.1007/978-3-319-44878-7_5

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  • DOI: https://doi.org/10.1007/978-3-319-44878-7_5

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  • Online ISBN: 978-3-319-44878-7

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