New insights on stochastic reachability

L.M. Bujorianu; J. Lygeros

doi:10.1109/CDC.2007.4434784

New insights on stochastic reachability

L.M. Bujorianu, J. Lygeros

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › Academic › peer-review

12 Citations (Scopus)

82 Downloads (Pure)

Abstract

In this paper, we give new characterizations of the stochastic reachability problem for stochastic hybrid systems in the language of different theories that can be employed in studying stochastic processes (Markov processes, potential theory, optimal control). These characterizations are further used to obtain the probabilities involved in the context of stochastic reachability as viscosity solutions of some variational inequalities.

Original language	Undefined
Title of host publication	46th IEEE Conference on Decision and Control
Place of Publication	Los Alamitos
Publisher	IEEE Computer Society
Pages	6172-6177
Number of pages	6
ISBN (Print)	1-4244-1498-9
DOIs	https://doi.org/10.1109/CDC.2007.4434784
Publication status	Published - 21 Jan 2008
Event	46th IEEE Conference on Decision and Control, CDC 2007 - Hilton New Orleans Riverside, New Orleans, United States Duration: 12 Dec 2007 → 14 Dec 2007 Conference number: 46

Publication series

Name
Publisher	IEEE Computer Society Press
ISSN (Print)	0191-2216

Conference

Conference	46th IEEE Conference on Decision and Control, CDC 2007
Abbreviated title	CDC
Country	United States
City	New Orleans
Period	12/12/07 → 14/12/07

Keywords

Stochastic processes
optimal stopping problem
stochastic hybrid systems
stochastic reachability
IR-65455
EWI-15277
Markov Processes
METIS-263809
reduite

Access to Document

10.1109/CDC.2007.4434784

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Cite this

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title = "New insights on stochastic reachability",

abstract = "In this paper, we give new characterizations of the stochastic reachability problem for stochastic hybrid systems in the language of different theories that can be employed in studying stochastic processes (Markov processes, potential theory, optimal control). These characterizations are further used to obtain the probabilities involved in the context of stochastic reachability as viscosity solutions of some variational inequalities.",

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N2 - In this paper, we give new characterizations of the stochastic reachability problem for stochastic hybrid systems in the language of different theories that can be employed in studying stochastic processes (Markov processes, potential theory, optimal control). These characterizations are further used to obtain the probabilities involved in the context of stochastic reachability as viscosity solutions of some variational inequalities.

AB - In this paper, we give new characterizations of the stochastic reachability problem for stochastic hybrid systems in the language of different theories that can be employed in studying stochastic processes (Markov processes, potential theory, optimal control). These characterizations are further used to obtain the probabilities involved in the context of stochastic reachability as viscosity solutions of some variational inequalities.

KW - Stochastic processes

KW - optimal stopping problem

KW - stochastic hybrid systems

KW - stochastic reachability

KW - IR-65455

KW - EWI-15277

KW - Markov Processes

KW - METIS-263809

KW - reduite

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M3 - Conference contribution

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BT - 46th IEEE Conference on Decision and Control

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