Compositional Set Invariance in Network Systems with Assume-Guarantee Contracts

This paper presents an assume-guarantee reasoning approach to the computation of robust invariant sets for network systems. Parameterized signal temporal logic (pSTL) is used to formally describe the behaviors of the subsystems, which we use as the template for the contract. We show that set invariance can be proved with a valid assume-guarantee contract by reasoning about individual subsystems. If a valid assume-guarantee contract with monotonic pSTL template is known, it can be further refined by value iteration. When such a contract is not known, an epigraph method is proposed to solve for a contract that is valid, ---an approach that has linear complexity for a sparse network. A microgrid example is used to demonstrate the proposed method. The simulation result shows that together with control barrier functions, the states of all the subsystems can be bounded inside the individual robust invariant sets.Comment: Submitted to 2019 American Control Conferenc

Contracts as specifications for dynamical systems in driving variable form

This paper introduces assume/guarantee contracts on continuous-time control systems, hereby extending contract theories for discrete systems to certain new model classes and specifications. Contracts are regarded as formal characterizations of control specifications, providing an alternative to specifications in terms of dissipativity properties or set-invariance. The framework has the potential to capture a richer class of specifications more suitable for complex engineering systems. The proposed contracts are supported by results that enable the verification of contract implementation and the comparison of contracts. These results are illustrated by an example of a vehicle following system.Comment: 8 pages, 2 figures; minor changes in the final version, as accepted for publication in the Proceedings of the 2019 European Control Conference, Naples, Ital

Compositional Set Invariance in Network Systems with Assume-Guarantee Contracts

This paper presents an assume-guarantee reasoning approach to the computation of robust invariant sets for network systems. Parameterized signal temporal logic (pSTL) is used to formally describe the behaviors of the subsystems, which we use as the template for the contract. We show that set invariance can be proved with a valid assume-guarantee contract by reasoning about individual subsystems. If a valid assume-guarantee contract with monotonic pSTL template is known, it can be further refined by value iteration. When such a contract is not known, an epigraph method is proposed to solve for a contract that is valid, -an approach that has linear complexity for a sparse network. A microgrid example is used to demonstrate the proposed method. The simulation result shows that together with control barrier functions, the states of all the subsystems can be bounded inside the individual robust invariant sets

Risk modeling concepts relating to the design and rating of agricultural insurance contracts

The authors identify the key issues and concerns that arise in the design and rating of crop yield insurance plans, with a particular emphasis on production risk modeling. The authors show how the availability of data shapes the insurance scheme and the ratemaking procedures. Relying on the U.S. experience and recent developments in statistics and econometrics, they review risk modeling concepts and provide technical guidelines in the development of crop insurance plans. Finally, they show how these risk modeling techniques can be extended to price risk in order to develop crop revenue insurance schemes.Health Economics&Finance,Insurance Law,Environmental Economics&Policies,Insurance&Risk Mitigation,Labor Policies,Insurance&Risk Mitigation,Crops&Crop Management Systems,Health Economics&Finance,Insurance Law,Environmental Economics&Policies

Compositional Synthesis via a Convex Parameterization of Assume-Guarantee Contracts

We develop an assume-guarantee framework for control of large scale linear (time-varying) systems from finite-time reach and avoid or infinite-time invariance specifications. The contracts describe the admissible set of states and controls for individual subsystems. A set of contracts compose correctly if mutual assumptions and guarantees match in a way that we formalize. We propose a rich parameterization of contracts such that the set of parameters that compose correctly is convex. Moreover, we design a potential function of parameters that describes the distance of contracts from a correct composition. Thus, the verification and synthesis for the aggregate system are broken to solving small convex programs for individual subsystems, where correctness is ultimately achieved in a compositional way. Illustrative examples demonstrate the scalability of our method

Insurance with multiple insurers: A game-theoretic approach

This paper studies the set of Pareto optimal insurance contracts and the core of an insurance game. Our setting allows multiple insurers with translation invariant preferences. We characterise the Pareto optimal contracts, which determines the shape of the indemnities. Closed-form and numerical solutions are found for various preferences that the insurance players might have. Determining associated premiums with any given optimal Pareto contract is another problem for which economic-based arguments are further discussed. We also explain how one may link the recent fast growing literature on risk-based optimality criteria to the Pareto optimality criterion and we show that the latter is much more general than the former one, which according to our knowledge, has not been pointed out by now. Further, we extend some of our results when model risk is included, i.e. there is some uncertainty with the risk model and/or the insurance players make decisions based on divergent beliefs about the underlying risk. These robust optimal contracts are investigated and we show how one may find robust and Pareto efficient contracts, which is a key decision-making problem under uncertainty

Compositional Synthesis for Linear Systems via Convex Optimization of Assume-Guarantee Contracts

We take a divide and conquer approach to design controllers for reachability problems given large-scale linear systems with polyhedral constraints on states, controls, and disturbances. Such systems are made of small subsystems with coupled dynamics. We treat the couplings as additional disturbances and use assume-guarantee (AG) contracts to characterize these disturbance sets. For each subsystem, we design and implement a robust controller locally, subject to its own constraints and contracts. The main contribution of this paper is a method to derive the contracts via a novel parameterization and a corresponding potential function that characterizes the distance to the correct composition of controllers and contracts, where all contracts are held. We show that the potential function is convex in the contract parameters. This enables the subsystems to negotiate the contracts with the gradient information from the dual of their local synthesis optimization problems in a distributed way, facilitating compositional control synthesis that scales to large systems. We present numerical examples, including a scalability study on a system with tens of thousands of dimensions, and a case study on applying our method to a distributed Model Predictive Control (MPC) problem in a power system