Robust strategy synthesis for probabilistic systems applied to risk-limiting renewable-energy pricing

We address the problem of synthesizing control strategies for Ellipsoidal Markov Decision Processes (EMDP), i.e., MDPs whose transition probabilities are expressed using ellipsoidal uncertainty sets. The synthesized strategy aims to maximize the total expected reward of the EMDP, constrained to a sp...

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Bibliographic Details

Published in:	2014 proceedings of the International Conference on Embedded Software (EMSOFT) : October 12-17, 2014, Jaypee Greens Golf and Spa Resort, New Delhi, India pp. 1 - 10
Main Authors:	Puggelli, Alberto, Sangiovanni-Vincentelli, Alberto L., Seshia, Sanjit A.
Format:	Conference Proceeding
Language:	English
Published:	ACM 01.10.2014
Subjects:	Markov processes Optimization Pricing Probabilistic logic Quality of service Uncertainty Wind forecasting
Online Access:	Get full text
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