bility kernel approximation (Deffuant et al., 2007).
The principle is to approximate iteratively the cap-
ture basins at successive times t. To compute time
t-capture basin approximation, we use a discrete grid
of points covering set K, and label +1 the points for
which there exists a control leading the point into the
t −δt-capture basin approximation, and -1 otherwise.
Then, we use a machine learning method to compute
a continuous boundary between +1 and -1 points of
the grid. We state the conditions the learning method
should fulfil (they are similar to the one established to
approximate viability kernels (Deffuant et al., 2007))
in order to prove the convergence toward the actual
capture basins.
We consider two variants of the algorithm: one
provides an approximation that converges from out-
side, and the other from inside. Although no conver-
gence rate is provided, the comparison of the two ap-
proximations gives an assessment of the approxima-
tion error for a given problem. Moreover, we define
a controller that guarantees to reach the target when
derived from the inner approximation.
We consider Support Vector Machines (SVMs
(Vapnik, 1995; Scholkopf and Smola, 2002)) as a rel-
evant machine learning technique in this context. In-
deed, SVMs provide parsimonious approximations of
capture basins, that allow the definition of compact
controllers. Moreover, they make possible to use op-
timisation techniques to find the controls, hence prob-
lems with control spaces in more dimensions become
tractable. We can also more easily compute the con-
trol on several time steps, which improves the quality
of the solution for a given resolution of the grid.
We illustrate our approach with some experiments
on two simple examples. Finally, we draw some per-
spectives.
2 PROBLEM DEFINITION
We consider a controlled dynamical system in dis-
crete time (Euler approximation), described by the
evolution of its state variable x ∈ K ⊂ R
n
. We would
like to define the set of controls to apply to the sys-
tem starting from point x in order to reach the target
C ⊂ K in minimal time:
(
x(t + dt) = x(t) + ϕ(x(t),u(t)).dt, if x(t) /∈ C
x(t + dt) = x(t), if x(t) ∈ C
u(t) ∈ U,
(1)
where ϕ is a continuous and derivable function of x
and u. The control u must be chosen at each time step
in the set U of admissible controls.
The capture basin of the system is the set of states
for which there exists at least one series of controls
such that the system reaches the target in finite time,
without leaving K. Let G(x,(u
1
,..,u
n
)) be the point
reached when applying successively during n time
steps the controls (u
1
,..,u
n
), starting from point x. Let
the minimal time function (or hitting time function) be
the function that associates to a state x ∈ K the mini-
mum time to reach C:
ϑ
K
C
(x) = inf
{
n|∃(u
1
,..,u
n
) ∈ U
n
such that G(x, (u
1
,..,u
n
)) ∈ C
and for 1 ≤ j ≤ n,G (x,(u
1
,..,u
j
)) ∈ K
.
(2)
This is the value function obtained when solving HJB
equations in a dynamic programming approach. It
takes values in N
+
∪ +∞, specifically ϑ
K
C
(x) = 0 if
x ∈ C and ϑ
K
C
(x) = +∞ if no trajectory included in K
can reach C. The capture basin of C viable in K is
then defined as:
Capt(K, C) =
n
x ∈ K|ϑ
K
C
(x) < +∞
o
, (3)
and we can also define the capture basin in finite time
n:
Capt(K, C,n) =
n
x ∈ K|ϑ
K
C
(x) ≤ n
o
. (4)
To solve a target hitting problem in the viability per-
spective, one must consider the following extended
dynamical system (x(t),y(t)) when x(t) /∈ C:
x(t + dt) = x(t) + ϕ(x(t), u(t)) .dt
y(t + dt) = y(t) − dt.
(5)
and (x(t + dt) = x(t),y(t + dt) = y(t)) when x(t) ∈ C.
(Cardaliaguet et al., 1998) prove that approximating
minimal time function comes down to a viability ker-
nel approximation problem of this extended dynam-
ical problem. In a viability problem, one must find
the rule of controls for keeping a system indefinitely
within a constraint set. (Bayen et al., 2002; Saint-
Pierre, 2001) give examples of such an application of
viability approach to solve a target hitting problem.
(Deffuant et al., 2007) proposed an algorithm,
based on (Saint-Pierre, 1994), that uses a machine
learning procedure to approximate viability kernels.
The main advantage of this algorithm is that it pro-
vides continuous approximations that enable to find
the controls with standard optimization techniques,
and then to tackle problems with control in large di-
mensional space. The aim of this paper is to adapt
(Deffuant et al., 2007) to compute directly an approx-
imation of the capture basin limits, without adding the
auxiliary dimension, and then to use these approxima-
tions to define the sequence of controls.
INNER AND OUTER CAPTURE BASIN APPROXIMATION WITH SUPPORT VECTOR MACHINES
35