Reachability analysis of stochastic hybrid systems by optimal control

被引：0
|
作者：
Bujorianu, Manuela L. [1 ,3 ]
Lygeros, John [2 ]
Langerak, Rom [1 ]
机构：
[1] Univ Twente, EWI, POB 217, NL-7500 AE Enschede, Netherlands
[2] Swiss Fed Inst Technol, Automat Control Lab, Zurich, Switzerland
[3] Univ Manchester, CICADA, Manchester, Lancs, England
来源：
HYBRID SYSTEMS: COMPUTATION AND CONTROL | 2008年 / 4981卷
关键词：
stochastic hybrid systems; Markov processes; reachability problem; optimal stopping;
D O I：
暂无
中图分类号：
TP301 [理论、方法];
学科分类号：
081202 ;
摘要：
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.
引用
收藏
页码：610 / +
页数：2
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