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 |
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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 | |
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 | |
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Publisher | IEEE Computer Society Press |
ISSN (Print) | 0191-2216 |
Conference
Conference | 46th IEEE Conference on Decision and Control, CDC 2007 |
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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