Back to University of Twente portal
Different Approaches on Stochastic Reachability as an Optimal Stopping Problem
Bujorianu, L.M. (2008) Different Approaches on Stochastic Reachability as an Optimal Stopping Problem. [Report]
![[img]](http://doc.utwente.nl/style/images/fileicons/application_pdf.png)
| PDF 231Kb |
| Abstract: | Reachability analysis is the core of model checking of time systems. For stochastic hybrid systems, this safety verification method 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. |
| Item Type: | Report |
| Faculty: | Electrical Engineering, Mathematics and Computer Science (EEMCS) |
| Link to this item: | http://purl.utwente.nl/publications/64677 |
| Export this item as: | BibTeX EndNote HTML Citation Reference Manager |
Show download statistics for this publication
Show download statistics for this publicationRepository Staff Only: item control page
Metis ID: 250903