Title :
New insights on stochastic reachability
Author :
Bujorianu, Manuela L. ; Lygeros, John
Author_Institution :
Univ. of Twente, Enschede
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;
Conference_Titel :
Decision and Control, 2007 46th IEEE Conference on
Conference_Location :
New Orleans, LA
Print_ISBN :
978-1-4244-1497-0
Electronic_ISBN :
0191-2216
DOI :
10.1109/CDC.2007.4434784
