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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© 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
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