500 citations · 2.4k across the 118 of their papers we have counts for
8 papers · 2 filters
Hamilton-Jacobi formulation for reach-avoid differential games
Kostas Margellos, John Lygeros
A new framework for formulating reachability problems with competing inputs, nonlinear dynamics and state constraints as optimal control problems is developed. Such reach-avoid pro…
On the connections between PCTL and Dynamic Programming
Federico Ramponi, Debasish Chatterjee, Sean Summers +1
Probabilistic Computation Tree Logic (PCTL) is a well-known modal logic which has become a standard for expressing temporal properties of finite-state Markov chains in the context…
Attaining mean square boundedness of a marginally stable noisy linear system with a bounded control input
Federico Ramponi, Debasish Chatterjee, Andreas Milias-Argeitis +2
We construct control policies that ensure bounded variance of a noisy marginally stable linear system in closed-loop. It is assumed that the noise sequence is a mutually independen…
Stochastic optimization on continuous domains with finite-time guarantees by Markov chain Monte Carlo methods
A. Lecchini-Visintini, J. Lygeros, J. Maciejowski
We introduce bounds on the finite-time performance of Markov chain Monte Carlo algorithms in approaching the global solution of stochastic optimization problems over continuous dom…
On convex problems in chance-constrained stochastic model predictive control
Eugenio Cinquemani, Mayank Agarwal, Debasish Chatterjee +1
We investigate constrained optimal control problems for linear stochastic dynamical systems evolving in discrete time. We consider minimization of an expected value cost over a fin…
Maximizing the probability of attaining a target prior to extinction
Debasish Chatterjee, Eugenio Cinquemani, John Lygeros
We present a dynamic programming-based solution to the problem of maximizing the probability of attaining a target set before hitting a cemetery set for a discrete-time Markov cont…