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.
Year
DOI
Venue
2008
10.1007/978-3-540-78929-1_46
HSCC
Keywords
Field
DocType
reachability analysis,numerical method,difficult problem,natural assumption,optimal control,stochastic hybrid systems,stochastic hybrid system,reachability verification problem,markov processes,optimal stopping problem,optimal stopping,markov process
Mathematical optimization,Optimal control,Markov process,Optimal stopping,Reachability,Reachability problem,Numerical analysis,Hybrid system,Mathematics
Conference
Volume
ISSN
Citations 
4981
0302-9743
5
PageRank 
References 
Authors
0.91
1
3
Name
Order
Citations
PageRank
Manuela L. Bujorianu18913.99
John Lygeros22742319.22
Rom Langerak330839.16