Compositional Construction of Finite MDPs for Large-Scale Stochastic Switched Systems: A Dissipativity Approach

Citeable URL: https://scholar.colorado.edu/concern/articles/3n204027q

Abstract

In this paper, we provide a compositional technique for constructing nite abstractions (a.k.a. nite Markov decision processes) for networks of discrete-time stochastic switched systems. The proposed framework is based on the notion of stochastic simulation functions, using which one can employ a nite MDP as a substitution of the original one in the controller design process with guaranteed error bounds on their output trajectories. In this respect, we rst leverage dissipativity-type compositional conditions for quantifying the error between the interconnection of stochastic switched subsystems and that of their nite abstractions. We then propose an approach to construct nite MDPs together with their corresponding stochastic simulation functions for a particular class of nonlinear stochastic switched systems. To demonstrate the eectiveness of our proposed results, we apply our approaches to two dierent case studies.

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