Discrete Time Stochastic Hybrid Dynamic Games: Part I - Formulation & Applications

نویسندگان

  • Maryam Kamgarpour
  • Jerry Ding
  • Sean Summers
  • Alessandro Abate
  • John Lygeros
  • Claire Tomlin
چکیده

We formulate a framework for discrete time stochastic hybrid dynamic game with two players and consider the reach-avoid problem, i.e. finding the probability that the system trajectory starting from any initial condition enters a target set while avoiding the obstacle set in a given time-horizon. We formulate the reach-avoid problem as a zero-sum stochastic game and show that the verification and controller synthesis of the reach-avoid game can be addressed using an appropriate dynamic programming algorithm. The utility of this modeling and analysis framework is shown with two applications: a stochastic pursuit-evasion game between two aircraft, and a quadtrotor tracking a ground vehicle.

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Discrete Time Stochastic Hybrid Dynamic Games: Part II - Theory & Implications

This paper describes the theoretical background behind a stochastic game approach to probabilistic safety and reach-avoid problems for discrete time stochastic hybrid systems. In particular, we formulate these problems as stochastic zero-sum games between the control and a rational adversary. It will be shown that, under certain standard assumptions on the action spaces, a max-min control polic...

متن کامل

Dynamic Potential Games: The Discrete-Time Stochastic Case

This paper concerns a class of nonstationary discrete–time stochastic noncooperative games. Our goals are threefold. First, we characterize Nash equilibria by means of the Euler equation approach. Second, we characterize subclasses of dynamic potential games. Finally, within one of this subclasses we identify a further subclass for which Nash equilibria are also Pareto (or cooperative) solutions.

متن کامل

Discrete Time Stochastic Hybrid Dynamical Games: Verification & Controller Synthesis

This paper presents a framework for analyzing probabilistic safety and reachability problems for discrete time stochastic hybrid systems in scenarios where system dynamics are affected by rational competing agents. In particular, we consider a zero-sum game formulation of the probabilistic reach-avoid problem, in which the control objective is to maximize the probability of reaching a desired s...

متن کامل

A Defined Benefit Pension Fund ALM Model through Multistage Stochastic Programming

We consider an asset-liability management (ALM) problem for a defined benefit pension fund (PF). The PF manager is assumed to follow a maximal fund valuation problem facing an extended set of risk factors:  due to the longevity of the    PF members, the inflation affecting salaries in real terms and future incomes, interest rates and market factors affecting jointly the PF liability and asset p...

متن کامل

Stochastic Differential Games and Intricacy of Information Structures

This paper discusses, in both continuous time and discrete time, the issue of certainty equivalence in two-player zero-sum stochastic differential/dynamic games when the players have access to state information through a common noisy measurement channel. For the discrete-time case, the channel is also allowed to fail sporadically according to an independent Bernoulli process, leading to intermi...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

عنوان ژورنال:

دوره   شماره 

صفحات  -

تاریخ انتشار 2011