Bujorianu, Manuela and Blom, H. A. P. (2009) Stochastic reachability as an exit problem. In: 17th Mediterranean Conference on Control and Automation, 2009. MED '09, Thessaloniki, Greece, 24-26 Jun 2009. Published in: 17th Mediterranean Conference on Control & Automation June 24-26, 2009, Makedonia Palace, Thessaloniki, Greece pp. 1026-1031.

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Abstract

For stochastic hybrid systems, safety verification methods are very little supported mainly because of complexity and difficulty of the associated mathematical problems. The key of the methods that succeeded in solving various instances of this problem is to prove the equivalence of these instances with known problems. In this paper, we apply the same pattern to the most general model of stochastic hybrid systems. Stochastic reachability problem can be treated as an exit problem for a suitable class of Markov processes. The solutions of this problem can be characterised using Hamilton Jacobi theory.

Item Type:	Conference Item (Paper)
Divisions:	Faculty of Science > Mathematics
Journal or Publication Title:	17th Mediterranean Conference on Control & Automation June 24-26, 2009, Makedonia Palace, Thessaloniki, Greece
Publisher:	IEEE
ISSN:	9781424446841
Date:	2009
Page Range:	pp. 1026-1031
Identification Number:	10.1109/MED.2009.5164681
Status:	Peer Reviewed
Publication Status:	Published
Conference Paper Type:	Paper
Title of Event:	17th Mediterranean Conference on Control and Automation, 2009. MED '09
Type of Event:	Conference
Location of Event:	Thessaloniki, Greece
Date(s) of Event:	24-26 Jun 2009
URI:	http://wrap.warwick.ac.uk/id/eprint/49163

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