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AUTOMATICA
2008

Probabilistic reachability and safety for controlled discrete time stochastic hybrid systems

8 years 10 months ago
Probabilistic reachability and safety for controlled discrete time stochastic hybrid systems
In this work, probabilistic reachability over a finite horizon is investigated for a class of discrete time stochastic hybrid systems with control inputs. A suitable embedding of the reachability problem in a stochastic control framework reveals that it is amenable to two complementary interpretations, leading to dual algorithms for reachability computations. In particular, the set of initial conditions providing a certain probabilistic guarantee that the system will keep evolving within a desired `safe' region of the state space is characterized in terms of a value function, and `maximally safe' Markov policies are determined via dynamic programming. These results are of interest not only for safety analysis and design, but also for solving those regulation and stabilization problems that can be reinterpreted as safety problems. The temperature regulation problem presented in the paper as case study is one such case. Key words: Hybrid systems; Stochastic systems; Reachabili...
Alessandro Abate, Maria Prandini, John Lygeros, Sh
Added 08 Dec 2010
Updated 08 Dec 2010
Type Journal
Year 2008
Where AUTOMATICA
Authors Alessandro Abate, Maria Prandini, John Lygeros, Shankar Sastry
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