DocumentCode
3444063
Title
How good are the stochastic analysis methods for stochastic reachability
Author
Bujorianu, Manuela L.
Author_Institution
Sch. of Math., Univ. of Manchester, Manchester, UK
fYear
2011
fDate
12-15 Dec. 2011
Firstpage
3295
Lastpage
3300
Abstract
For stochastic hybrid systems, safety verification methods are very little supported mainly because of complexity and difficulty of the associated mathematical problems. Stochastic reachability problem can be treated as an exit problem for a suitable class of Markov processes. Using Newtonian/Martin capacities associated to the Green/Martin kernel of a Markov process, we obtain upper bounds for the reach probabilities.
Keywords
Markov processes; probability; reachability analysis; Green-Martin kernel; Markov processes; Newtonian-Martin capacity; exit problem; probabilities; safety verification methods; stochastic analysis methods; stochastic hybrid systems; stochastic reachability problem; Capacity planning; Diffusion processes; Generators; Kernel; Markov processes; Trajectory; Green kernel; Markov models; capacity; operator methods; reachability; stochastic hybrid processes;
fLanguage
English
Publisher
ieee
Conference_Titel
Decision and Control and European Control Conference (CDC-ECC), 2011 50th IEEE Conference on
Conference_Location
Orlando, FL
ISSN
0743-1546
Print_ISBN
978-1-61284-800-6
Electronic_ISBN
0743-1546
Type
conf
DOI
10.1109/CDC.2011.6161349
Filename
6161349
Link To Document