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Reachability Analysis of Stochastic Hybrid Systems by Optimal Control

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Hybrid Systems: Computation and Control (HSCC 2008)

Part of the book series: Lecture Notes in Computer Science ((LNTCS,volume 4981))

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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.

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Author information

Authors and Affiliations

  1. EWI, University of Twente, Enschede NL,  

    Manuela L. Bujorianu & Rom Langerak

  2. Automatic Control Laboratory, ETH Zurich, CH,  

    John Lygeros

  3. CICADA, University of Manchester, UK

    Manuela L. Bujorianu

Authors
  1. Manuela L. Bujorianu
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  2. John Lygeros
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  3. Rom Langerak
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Editor information

Magnus Egerstedt Bud Mishra

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© 2008 Springer-Verlag Berlin Heidelberg

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Bujorianu, M.L., Lygeros, J., Langerak, R. (2008). Reachability Analysis of Stochastic Hybrid Systems by Optimal Control. In: Egerstedt, M., Mishra, B. (eds) Hybrid Systems: Computation and Control. HSCC 2008. Lecture Notes in Computer Science, vol 4981. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-540-78929-1_46

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  • DOI: https://doi.org/10.1007/978-3-540-78929-1_46

  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-78928-4

  • Online ISBN: 978-3-540-78929-1

  • eBook Packages: Computer ScienceComputer Science (R0)

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