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arXiv 1902.11277eess.SYcs.SY
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一种面向随机动态系统安全性的风险敏感有限时间可达性方法

A Risk-Sensitive Finite-Time Reachability Approach for Safety of Stochastic Dynamic Systems

University of California, Berkeley(加州大学伯克利分校);SRI International(SRI国际研究所);Stanford University(斯坦福大学);OptiRTC, Inc.(OptiRTC公司);Tufts University(塔夫茨大学)

Margaret P. Chapman, Jonathan Lacotte, Aviv Tamar, Donggun Lee, Kevin M. Smith, Victoria Cheng, Jaime F. Fisac, Susmit Jha, Marco Pavone, Claire J. Tomlin

AI总结:

本文提出一种风险敏感的有限时间可达性方法,用于在非对抗性扰动下确保随机动态系统的安全性,通过引入风险敏感安全集的概念,并将其转化为马尔可夫决策过程的求解问题,提供了一种可计算的算法来近似该安全集,并通过实际案例验证了方法的有效性。

摘要:

经典可达性问题旨在计算初始状态集,使得状态轨迹在给定时间内始终保持在给定约束集内。本文利用现有的可达性分析理论和风险度量方法,提出了一种针对非对抗性扰动下随机动态系统安全性的风险敏感可达性方法。具体而言,我们首先引入了风险敏感安全集的概念,即初始状态集,通过控制策略可将大约束违反的风险降低到所需水平,其中风险通过条件价值-at-风险(CVaR)度量。其次,我们展示了如何将风险敏感安全集的计算转化为马尔可夫决策过程(MDP)的求解问题,其中成本根据CVaR进行评估。第三,利用这一转化,我们设计了一种可计算的算法来近似风险敏感安全集,并提供了关于其正确性的理论论证。最后,我们通过受暴雨径流收集设计启发的现实案例,展示了风险敏感可达性分析的实用性。特别是,我们的方法允许从业者从最坏情况(典型于哈密顿-雅可比可达性分析)调整到风险中性(即随机可达性分析的情况)来调节风险敏感性水平。

英文摘要:

A classic reachability problem for safety of dynamic systems is to compute the set of initial states from which the state trajectory is guaranteed to stay inside a given constraint set over a given time horizon. In this paper, we leverage existing theory of reachability analysis and risk measures to devise a risk-sensitive reachability approach for safety of stochastic dynamic systems under non-adversarial disturbances over a finite time horizon. Specifically, we first introduce the notion of a risk-sensitive safe set as a set of initial states from which the risk of large constraint violations can be reduced to a required level via a control policy, where risk is quantified using the Conditional Value-at-Risk (CVaR) measure. Second, we show how the computation of a risk-sensitive safe set can be reduced to the solution to a Markov Decision Process (MDP), where cost is assessed according to CVaR. Third, leveraging this reduction, we devise a tractable algorithm to approximate a risk-sensitive safe set, and provide theoretical arguments about its correctness. Finally, we present a realistic example inspired from stormwater catchment design to demonstrate the utility of risk-sensitive reachability analysis. In particular, our approach allows a practitioner to tune the level of risk sensitivity from worst-case (which is typical for Hamilton-Jacobi reachability analysis) to risk-neutral (which is the case for stochastic reachability analysis).

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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