Reachability Analysis of Stochastic Hybrid Systems by Optimal Control

L.M. Bujorianu; J. Lygeros; Romanus Langerak

doi:10.1007/978-3-540-78929-1_46

Reachability Analysis of Stochastic Hybrid Systems by Optimal Control

L.M. Bujorianu, J. Lygeros, Romanus Langerak

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

8 Citations (Scopus)

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.

Original language	Undefined
Title of host publication	11th International Workshop, HSCC 2008
Editors	M. Egerstedt, B. Mishra
Place of Publication	Berlin Heidelberg
Publisher	Springer
Pages	610-613
Number of pages	4
ISBN (Print)	978-3-540-78928-4
DOIs	https://doi.org/10.1007/978-3-540-78929-1_46
Publication status	Published - Apr 2008
Event	11th International Workshop on Hybrid Systems: Computation and Control, HSCC 2008 - St. Louis, United States Duration: 22 Apr 2008 → 24 Apr 2008 Conference number: 11

Publication series

Name	Lecture Notes in Computer Science
Publisher	Springer Verlag
Number	274
Volume	4981
ISSN (Print)	0302-9743
ISSN (Electronic)	1611-3349

Workshop

Workshop	11th International Workshop on Hybrid Systems: Computation and Control, HSCC 2008
Abbreviated title	HSCC
Country	United States
City	St. Louis
Period	22/04/08 → 24/04/08

Keywords

EWI-12779
MSC-60G40
IR-62313
METIS-250985

Access to Document

10.1007/978-3-540-78929-1_46

http://eprints.eemcs.utwente.nl/secure2/12779/01/fulltext.pdf

Cite this

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title = "Reachability Analysis of Stochastic Hybrid Systems by Optimal Control",

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.",

keywords = "EWI-12779, MSC-60G40, IR-62313, METIS-250985",

author = "L.M. Bujorianu and J. Lygeros and Romanus Langerak",

note = "10.1007/978-3-540-78929-1_46 ; null ; Conference date: 22-04-2008 Through 24-04-2008",

year = "2008",

month = apr,

doi = "10.1007/978-3-540-78929-1_46",

language = "Undefined",

isbn = "978-3-540-78928-4",

series = "Lecture Notes in Computer Science",

publisher = "Springer",

number = "274",

pages = "610--613",

editor = "M. Egerstedt and B. Mishra",

booktitle = "11th International Workshop, HSCC 2008",

}

Bujorianu, LM, Lygeros, J & Langerak, R 2008, Reachability Analysis of Stochastic Hybrid Systems by Optimal Control. in M Egerstedt & B Mishra (eds), 11th International Workshop, HSCC 2008., 10.1007/978-3-540-78929-1_46, Lecture Notes in Computer Science, no. 274, vol. 4981, Springer, Berlin Heidelberg, pp. 610-613, 11th International Workshop on Hybrid Systems: Computation and Control, HSCC 2008, St. Louis, United States, 22/04/08. https://doi.org/10.1007/978-3-540-78929-1_46

Reachability Analysis of Stochastic Hybrid Systems by Optimal Control. / Bujorianu, L.M.; Lygeros, J.; Langerak, Romanus.

11th International Workshop, HSCC 2008. ed. / M. Egerstedt; B. Mishra. Berlin Heidelberg : Springer, 2008. p. 610-613 10.1007/978-3-540-78929-1_46 (Lecture Notes in Computer Science; Vol. 4981, No. 274).

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

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N2 - 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.

AB - 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.

KW - EWI-12779

KW - MSC-60G40

KW - IR-62313

KW - METIS-250985

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DO - 10.1007/978-3-540-78929-1_46

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