A Compositional Approach to Stochastic Optimal Control with Temporal Logic Specifications

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Matanya B. Horowitz, Eric M. Wolff, Richard M. Murray
Submitted, 2014 American Control Conference (ACC)

We introduce an algorithm for the optimal con- trol of stochastic nonlinear systems subject to temporal logic constraints on their behavior. We directly compute on the state space of the system, avoiding the expensive pre-computation of a discrete abstraction. An automaton that corresponds to the temporal logic specification guides the computation of a control policy that maximizes the probability that the system satisfies the specification. This reduces controller synthesis to solving a sequence of stochastic constrained reachability problems. The solution to each reachability problem corresponds to the solution to a corresponding Hamilton-Jacobi-Bellman (HJB) partial differential equation. To increase the efficiency of our approach, we exploit a class of systems where the HJB equation is linear due to structural assumptions on the noise. The linearity of the PDE allows us to pre-compute control policy primitives and then compose them, at essentially zero cost, to satisfy a complex temporal logic specification.