Stochastic Reachability of Discrete-Time Stochastic Systems via Probability Measures
Authors: Karthik Sivaramakrishnan, Vignesh Sivaramakrishnan, Meeko M. K. Oishi
AI-generated Key Points
- The paper presents a framework for stochastic reachability in discrete-time systems using probability measures.
- The authors address the problem of reaching and avoiding known probability measures.
- They propose a Markov feedback policy to ensure reachability and avoidance properties.
- A backward recursion method is established for propagating state probability measures.
- Sufficient conditions for the existence of a Markov feedback policy are provided using the 1-Wasserstein distance.
- The set of initial distributions that satisfy reachability specifications is characterized.
- An analytical example is presented to demonstrate the approach.
- The paper contributes significantly to the field of stochastic reachability by providing insights into finding suitable Markov feedback policies.
Abstract: We develop a framework for stochastic reachability for discrete-time systems in terms of probability measures. We reframe the stochastic reachability problem in terms of reaching and avoiding known probability measures, and seek to characterize a) the initial set of distributions which satisfy the reachability specifications, and b) a Markov based feedback control that ensures these properties for a given initial distribution. That is, we seek to find a Markov feedback policy which ensures that the state probability measure reaches a target probability measure while avoiding an undesirable probability measure over a finite time horizon. We establish a backward recursion for propagation of state probability measures, as well as sufficient conditions for the existence of a Markov feedback policy via the 1-Wasserstein distance. Lastly, we characterize the set of initial distributions which satisfy the reachability specifications. We demonstrate our approach on an analytical example.
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