Dealing with stochastic reachability

Abstract— 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.

• Type: Conference
• Year: 2009
• Where: CDC
• Authors: Manuela L. Bujorianu
• Keywords: CDC 2009, Control Systems, Optimal Stopping Problem, Stochastic Hybrid Systems, Stochastic Reachability