Dealing with stochastic reachability

Bujorianu, M.L. (2009) Dealing with stochastic reachability. In: Proceedings of the 48th IEEE Conference on Decision and Control, CDC 2009. IEEE Control Systems Society, Shanghai, China, pp. 2935-2940.

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For stochastic hybrid systems, stochastic reachability is very little supported mainly because of complexity and difficulty of the associated mathematical problems. In this paper, we develop two main directions of studying stochastic reachability as an optimal stopping problem. The first approach studies the hypotheses for the dynamic programming corresponding with the optimal stopping problem for stochastic hybrid systems. In the second approach, we investigate the reachability problem considering approximations of stochastic hybrid systems. The main difficulty arises when we have to prove the convergence of the value functions of the approximating processes to the value function of the initial process. An original proof is provided.

Item Type: Book Section
Uncontrolled Keywords: stochastic hybrid systems, stochastic reachability, markov models, Cicada
Subjects: MSC 2010, the AMS's Mathematics Subject Classification > 49 Calculus of variations and optimal control; optimization
MSC 2010, the AMS's Mathematics Subject Classification > 60 Probability theory and stochastic processes
MSC 2010, the AMS's Mathematics Subject Classification > 93 Systems theory; control
Depositing User: Dr. Manuela Luminita BUJORIANU
Date Deposited: 13 Jun 2010
Last Modified: 20 Oct 2017 14:12

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