Bujorianu, Manuela (2010) Variational inequalities for the stochastic reachability problem. In: 49th IEEE Conference on Decision and Control (CDC), 2010, Atlanta, GA, 15-17 Dec 2010. Published in: Design and Control pp. 1854-1859.

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Abstract

Unlike the pure discrete or continuous cases, for stochastic hybrid systems the reachability analysis is still a difficult problem. The early mathematical approaches to the stochastic reachability turned out into constructive verification methods with tool support from dynamic programming. This line of research suggests the need for a deeper mathematical investigation of connections between reachability based verification and optimal control for stochastic hybrid systems. In this paper, we prove a new characterization of the stochastic reachability problem in terms of variational inequalities on Hilbert spaces. These inequalities are well studied in stochastic optimal control, for which theoretical and numerical methods exist.

Item Type:	Conference Item (Paper)
Divisions:	Faculty of Science > Mathematics
Journal or Publication Title:	Design and Control
Publisher:	IEEE Computer Society
ISSN:	0743-1546
Book Title:	49th IEEE Conference on Decision and Control (CDC)
Date:	2010
Page Range:	pp. 1854-1859
Identification Number:	10.1109/CDC.2010.5718059
Status:	Peer Reviewed
Publication Status:	Published
Conference Paper Type:	Paper
Title of Event:	49th IEEE Conference on Decision and Control (CDC), 2010
Type of Event:	Conference
Location of Event:	Atlanta, GA
Date(s) of Event:	15-17 Dec 2010
URI:	http://wrap.warwick.ac.uk/id/eprint/49073

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