Distributionally Robust Control for Chance-Constrained Signal Temporal Logic Specifications

Autor:	Kordabad, Arash Bahari, Vlahakis, Eleftherios E., Lindemann, Lars, Dimarogonas, Dimos V., Soudjani, Sadegh
Rok vydání:	2024
Předmět:	Electrical Engineering and Systems Science - Systems and Control Mathematics - Optimization and Control
Druh dokumentu:	Working Paper
Popis:	We consider distributionally robust optimal control of stochastic linear systems under signal temporal logic (STL) chance constraints when the disturbance distribution is unknown. By assuming that the underlying predicate functions are Lipschitz continuous and the noise realizations are drawn from a distribution having a concentration of measure property, we first formulate the underlying chance-constrained control problem as stochastic programming with constraints on expectations and propose a solution using a distributionally robust approach based on the Wasserstein metric. We show that by choosing a proper Wasserstein radius, the original chance-constrained optimization can be satisfied with a user-defined confidence level. A numerical example illustrates the efficacy of the method. Comment: 8 pages and 1 fiugre
Databáze:	arXiv
Externí odkaz:	http://arxiv.org/abs/2409.03855 Zobrazit plný text záznamu View this record from Arxiv