DocumentCode
2827935
Title
New insights on stochastic reachability
Author
Bujorianu, Manuela L. ; Lygeros, John
Author_Institution
Univ. of Twente, Enschede
fYear
2007
fDate
12-14 Dec. 2007
Firstpage
6172
Lastpage
6177
Abstract
In this paper, we give new characterizations of the stochastic reachability problem for stochastic hybrid systems in the language of different theories that can be employed in studying stochastic processes (Markov processes, potential theory, optimal control). These characterizations are further used to obtain the probabilities involved in the context of stochastic reachability as viscosity solutions of some variational inequalities.
Keywords
stochastic processes; Markov processes; optimal control; potential theory; stochastic hybrid systems; stochastic reachability problem; Automobiles; Chemical processes; Control systems; Diffusion processes; Markov processes; Optimal control; Stochastic processes; Stochastic systems; USA Councils; Viscosity; Markov processes; optimal stopping problem; reduite; stochastic hybrid systems; stochastic reachability;
fLanguage
English
Publisher
ieee
Conference_Titel
Decision and Control, 2007 46th IEEE Conference on
Conference_Location
New Orleans, LA
ISSN
0191-2216
Print_ISBN
978-1-4244-1497-0
Electronic_ISBN
0191-2216
Type
conf
DOI
10.1109/CDC.2007.4434784
Filename
4434784
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