Reachability Analysis of Stochastic Hybrid Systems by Optimal Control

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

    Research output: Chapter in Book/Report/Conference proceedingConference contributionAcademicpeer-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 languageUndefined
    Title of host publication11th International Workshop, HSCC 2008
    EditorsM. Egerstedt, B. Mishra
    Place of PublicationBerlin Heidelberg
    PublisherSpringer
    Pages610-613
    Number of pages4
    ISBN (Print)978-3-540-78928-4
    DOIs
    Publication statusPublished - Apr 2008
    Event11th International Workshop on Hybrid Systems: Computation and Control, HSCC 2008 - St. Louis, United States
    Duration: 22 Apr 200824 Apr 2008
    Conference number: 11

    Publication series

    NameLecture Notes in Computer Science
    PublisherSpringer Verlag
    Number274
    Volume4981
    ISSN (Print)0302-9743
    ISSN (Electronic)1611-3349

    Workshop

    Workshop11th International Workshop on Hybrid Systems: Computation and Control, HSCC 2008
    Abbreviated titleHSCC
    CountryUnited States
    CitySt. Louis
    Period22/04/0824/04/08

    Keywords

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

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