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Reachability analysis of stochastic hybrid systems by optimal control
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Bujorianu, Manuela, Lygeros, John and Langerak, Rom (2008) Reachability analysis of stochastic hybrid systems by optimal control. In: 11th International Conference on Hybrid Systems: Computation and Control : HSCC 2008, St. Louis, USA, 22-24 Apr 2008. Published in: Lecture Notes in Computer Science, Vol.4981 pp. 610-613. doi:10.1007/978-3-540-78929-1-46 ISSN 0302-9743.
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Official URL: http://dx.doi.org/10.1007/978-3-540-78929-1_46
Abstract
For stochastic hybrid systems, the reachability analysis is an important and difficult problem. In this paper, we prove that, under natural assumptions, reachability analysis can be characterised as an optimal stopping problem. In this way, one can apply numerical methods from optimal control to solve the reachability verification problems.
Item Type: | Conference Item (Paper) | ||||
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Divisions: | Faculty of Science, Engineering and Medicine > Science > Mathematics | ||||
Journal or Publication Title: | Lecture Notes in Computer Science | ||||
Publisher: | Springer | ||||
ISSN: | 0302-9743 | ||||
Book Title: | Hybrid Systems: Computation and Control | ||||
Official Date: | 2008 | ||||
Dates: |
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Volume: | Vol.4981 | ||||
Page Range: | pp. 610-613 | ||||
DOI: | 10.1007/978-3-540-78929-1-46 | ||||
Status: | Peer Reviewed | ||||
Publication Status: | Published | ||||
Conference Paper Type: | Paper | ||||
Title of Event: | 11th International Conference on Hybrid Systems: Computation and Control : HSCC 2008 | ||||
Type of Event: | Conference | ||||
Location of Event: | St. Louis, USA | ||||
Date(s) of Event: | 22-24 Apr 2008 |
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