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HYBRID
2007
Springer

Computational Approaches to Reachability Analysis of Stochastic Hybrid Systems

9 years 2 months ago
Computational Approaches to Reachability Analysis of Stochastic Hybrid Systems
This work investigates some of the computational issues involved in the solution of probabilistic reachability problems for discretetime, controlled stochastic hybrid systems. It is first argued that, under rather weak continuity assumptions on the stochastic kernels that characterize the dynamics of the system, the numerical solution of a discretized version of the probabilistic reachability problem is guaranteed to converge to the optimal one, as the discretization level decreases. With reference to a benchmark problem, it is then discussed how some of the structural properties of the hybrid system under study can be exploited to solve the probabilistic reachability problem more efficiently. Possible techniques that can increase the scale-up potential of the proposed numerical approximation scheme are suggested.
Alessandro Abate, Saurabh Amin, Maria Prandini, Jo
Added 07 Jun 2010
Updated 07 Jun 2010
Type Conference
Year 2007
Where HYBRID
Authors Alessandro Abate, Saurabh Amin, Maria Prandini, John Lygeros, Shankar Sastry
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