Compositional Synthesis of Large-Scale Stochastic Systems: A Relaxed Dissipativity Approach.

This paper is concerned with a compositional approach for the construction of finite abstractions (a.k.a. finite Markov decision processes) for networks of discrete-time stochastic control systems that are not necessarily stabilizable. The proposed approach leverages the interconnection topology and finite-step stochastic storage functions, that describe joint dissipativity-type properties of subsystems and their abstractions, in order to establish a finite-step stochastic simulation function between the network and its abstraction. In comparison with the existing notions of simulation functions, a finite-step stochastic simulation function needs to decay only after some finite numbers of steps instead of at each time step. In the first part of the paper, we develop a new type of compositional conditions, which is less conservative than the existing ones, for quantifying the probabilistic error between the interconnection of stochastic control subsystems and that of their abstractions. In particular, using this relaxation via a finite-step stochastic simulation function, it is possible to construct finite abstractions such that stabilizability of each subsystem is not required. In the second part of the paper, we propose an approach to construct finite Markov decision processes (MDPs) together with their corresponding finite-step storage functions for general discrete-time stochastic control systems satisfying an incremental passivablity property. We show that for a particular class of stochastic control systems, the aforementioned property can be readily checked by matrix inequalities. We also construct finite MDPs together with their storage functions for a particular class of nonlinear stochastic control systems. To demonstrate the effectiveness of our proposed approaches, we apply our results on three different case studies.