Template-based Analyses and Min-policy Iteration

Author(s):  
Pierre-Loïc Garoche

This chapter considers other configurations aside from the direct synthesis of invariants as bound templates. A first case arises when the methods shown in the previous chapter only synthesizes the template but not the bound. A second appears when one wants to analyze a system with multiple templates. This chapter looks at bounds on each variable and considers the templates 𝑝‎(𝑥‎) = 𝑥²‎𝑖‎ for each variable 𝑥‎𝑖‎ in state characterization 𝑥‎ ∈‎ Σ‎. The chapter thus proposes a policy iteration algorithm, based on sum-of-squares (SOS) optimization, to refine such template bounds. In practice, the chapter uses it by combining a Lyapunov-based template obtained using one of the previous methods with additional templates encoding bounds on some variables or property specific templates.

2019 ◽  
Vol 65 ◽  
pp. 27-45
Author(s):  
René Aïd ◽  
Francisco Bernal ◽  
Mohamed Mnif ◽  
Diego Zabaljauregui ◽  
Jorge P. Zubelli

This work presents a novel policy iteration algorithm to tackle nonzero-sum stochastic impulse games arising naturally in many applications. Despite the obvious impact of solving such problems, there are no suitable numerical methods available, to the best of our knowledge. Our method relies on the recently introduced characterisation of the value functions and Nash equilibrium via a system of quasi-variational inequalities. While our algorithm is heuristic and we do not provide a convergence analysis, numerical tests show that it performs convincingly in a wide range of situations, including the only analytically solvable example available in the literature at the time of writing.


2015 ◽  
Vol 48 (20) ◽  
pp. 517-522 ◽  
Author(s):  
Anake Pomprapa ◽  
Milod Mir Wais ◽  
Marian Walter ◽  
Berno J.E. Misgeld ◽  
Steffen Leonhardt

Sign in / Sign up

Export Citation Format

Share Document