TR2017-061

Transfer Operator-Based Approach for Optimal Stabilization of Stochastic Systems

    •  Kumar, A., Raghunathan, A.U., Vaidya, U., "Transfer Operator-Based Approach for Optimal Stabilization of Stochastic Systems", American Control Conference (ACC), DOI: 10.23919/​ACC.2017.7963207, May 2017.
      BibTeX TR2017-061 PDF
      • @inproceedings{Kumar2017may,
      • author = {Kumar, Apurba and Raghunathan, Arvind and Vaidya, Umesh},
      • title = {Transfer Operator-Based Approach for Optimal Stabilization of Stochastic Systems},
      • booktitle = {American Control Conference (ACC)},
      • year = 2017,
      • month = may,
      • doi = {10.23919/ACC.2017.7963207},
      • url = {https://www.merl.com/publications/TR2017-061}
      • }
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  • Research Areas:

    Data Analytics, Optimization

Abstract:

In this paper, we develop linear transfer PerronFrobenius operator-based approach for optimal stabilization of stochastic nonlinear systems. One of the main highlights of the proposed transfer operator based approach is that both the theory and computational framework developed for the optimal stabilization of deterministic dynamical systems in [1] carries over to the stochastic case with little change. The optimal stabilization problem is formulated as an infinitedimensional linear program. Set oriented numerical methods are proposed for the finite-dimensional approximation of the transfer operator and the controller. Simulation results are presented to verify the developed framework.