Different Approaches on Stochastic Reachability as an Optimal Stopping Problem

L.M. Bujorianu

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    Abstract

    Reachability analysis is the core of model checking of time systems. For stochastic hybrid systems, this safety verification method is very little supported mainly because of complexity and difficulty of the associated mathematical problems. In this paper, we develop two main directions of studying stochastic reachability as an optimal stopping problem. The first approach studies the hypotheses for the dynamic programming corresponding with the optimal stopping problem for stochastic hybrid systems. In the second approach, we investigate the reachability problem considering approximations of stochastic hybrid systems. The main difficulty arises when we have to prove the convergence of the value functions of the approximating processes to the value function of the initial process. An original proof is provided.
    Original languageUndefined
    Place of PublicationEnschede
    PublisherCentre for Telematics and Information Technology (CTIT)
    Number of pages15
    Publication statusPublished - 15 Feb 2008

    Publication series

    NameCTIT Technical Report Series
    PublisherCentre for Telematics and Information Technology, University of Twente
    No.TR-CTIT-08-19
    ISSN (Print)1381-3625

    Keywords

    • MSC-60G40
    • EWI-12105
    • IR-64677
    • METIS-250903

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