Exact and Approximate Abstraction for Classes of Stochastic Hybrid Systems

A stochastic hybrid system contains a collection of interacting discrete and continuous components, subject to random behaviour. The formal verification of a stochastic hybrid system often comprises a method for the generation of a finite-state probabilistic system which either represents exactly the behaviour of the stochastic hybrid system, or which approximates conservatively its behaviour. We extend such abstraction-based formal verification of stochastic hybrid systems in two ways. Firstly, we generalise previous results by showing how bisimulation-based abstractions of non-probabilistic hybrid automata can be lifted to the setting of probabilistic hybrid automata, a subclass of stochastic hybrid systems in which probabilistic choices can be made with respect to finite, discrete alternatives only. Secondly, we consider the problem of obtaining approximate abstractions for discrete-time stochastic systems in which there are continuous probabilistic choices with regard to the slopes of certain system variables. We restrict our attention to the subclass of such systems in which the approximate abstraction of such a system, obtained using the previously developed techniques of Fraenzle et al., results in a probabilistic rectangular hybrid automaton, from which in turn a finite-state probabilistic system can be obtained. We illustrate this technique with an example, using the probabilistic model checking tool PRISM

Aggregation and Control of Populations of Thermostatically Controlled Loads by Formal Abstractions

This work discusses a two-step procedure, based on formal abstractions, to generate a finite-space stochastic dynamical model as an aggregation of the continuous temperature dynamics of a homogeneous population of Thermostatically Controlled Loads (TCL). The temperature of a single TCL is described by a stochastic difference equation and the TCL status (ON, OFF) by a deterministic switching mechanism. The procedure is formal as it allows the exact quantification of the error introduced by the abstraction -- as such it builds and improves on a known, earlier approximation technique in the literature. Further, the contribution discusses the extension to the case of a heterogeneous population of TCL by means of two approaches resulting in the notion of approximate abstractions. It moreover investigates the problem of global (population-level) regulation and load balancing for the case of TCL that are dependent on a control input. The procedure is tested on a case study and benchmarked against the mentioned alternative approach in the literature.Comment: 40 pages, 21 figures; the paper generalizes the result of conference publication: S. Esmaeil Zadeh Soudjani and A. Abate, "Aggregation of Thermostatically Controlled Loads by Formal Abstractions," Proceedings of the European Control Conference 2013, pp. 4232-4237. version 2: added references for section

Approximately bisimilar symbolic models for nonlinear control systems

Control systems are usually modeled by differential equations describing how physical phenomena can be influenced by certain control parameters or inputs. Although these models are very powerful when dealing with physical phenomena, they are less suitable to describe software and hardware interfacing the physical world. For this reason there is a growing interest in describing control systems through symbolic models that are abstract descriptions of the continuous dynamics, where each "symbol" corresponds to an "aggregate" of states in the continuous model. Since these symbolic models are of the same nature of the models used in computer science to describe software and hardware, they provide a unified language to study problems of control in which software and hardware interact with the physical world. Furthermore the use of symbolic models enables one to leverage techniques from supervisory control and algorithms from game theory for controller synthesis purposes. In this paper we show that every incrementally globally asymptotically stable nonlinear control system is approximately equivalent (bisimilar) to a symbolic model. The approximation error is a design parameter in the construction of the symbolic model and can be rendered as small as desired. Furthermore if the state space of the control system is bounded the obtained symbolic model is finite. For digital control systems, and under the stronger assumption of incremental input-to-state stability, symbolic models can be constructed through a suitable quantization of the inputs.Comment: Corrected typo

When are Stochastic Transition Systems Tameable?

A decade ago, Abdulla, Ben Henda and Mayr introduced the elegant concept of decisiveness for denumerable Markov chains [1]. Roughly speaking, decisiveness allows one to lift most good properties from finite Markov chains to denumerable ones, and therefore to adapt existing verification algorithms to infinite-state models. Decisive Markov chains however do not encompass stochastic real-time systems, and general stochastic transition systems (STSs for short) are needed. In this article, we provide a framework to perform both the qualitative and the quantitative analysis of STSs. First, we define various notions of decisiveness (inherited from [1]), notions of fairness and of attractors for STSs, and make explicit the relationships between them. Then, we define a notion of abstraction, together with natural concepts of soundness and completeness, and we give general transfer properties, which will be central to several verification algorithms on STSs. We further design a generic construction which will be useful for the analysis of {\omega}-regular properties, when a finite attractor exists, either in the system (if it is denumerable), or in a sound denumerable abstraction of the system. We next provide algorithms for qualitative model-checking, and generic approximation procedures for quantitative model-checking. Finally, we instantiate our framework with stochastic timed automata (STA), generalized semi-Markov processes (GSMPs) and stochastic time Petri nets (STPNs), three models combining dense-time and probabilities. This allows us to derive decidability and approximability results for the verification of these models. Some of these results were known from the literature, but our generic approach permits to view them in a unified framework, and to obtain them with less effort. We also derive interesting new approximability results for STA, GSMPs and STPNs.Comment: 77 page

Algorithmic Verification of Continuous and Hybrid Systems

We provide a tutorial introduction to reachability computation, a class of computational techniques that exports verification technology toward continuous and hybrid systems. For open under-determined systems, this technique can sometimes replace an infinite number of simulations.Comment: In Proceedings INFINITY 2013, arXiv:1402.661

Robust Control of Uncertain Markov Decision Processes with Temporal Logic Specifications

We present a method for designing robust controllers for dynamical systems with linear temporal logic specifications. We abstract the original system by a finite Markov Decision Process (MDP) that has transition probabilities in a specified uncertainty set. A robust control policy for the MDP is generated that maximizes the worst-case probability of satisfying the specification over all transition probabilities in the uncertainty set. To do this, we use a procedure from probabilistic model checking to combine the system model with an automaton representing the specification. This new MDP is then transformed into an equivalent form that satisfies assumptions for stochastic shortest path dynamic programming. A robust version of dynamic programming allows us to solve for a $\epsilon$-suboptimal robust control policy with time complexity $O(\log 1/\epsilon)$ times that for the non-robust case. We then implement this control policy on the original dynamical system