Stochastic reachability as an exit problem
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.Full text not available from this repository.
Official URL: http://dx.doi.org/10.1109/MED.2009.5164681
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|
|Page Range:||pp. 1026-1031|
|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|
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