New insights on stochastic reachability


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Bujorianu, L.M. and Lygeros, J. (2008) New insights on stochastic reachability. In: 46th IEEE Conference on Decision and Control, 12-14 Dec 2007, New Orleans, Louisiana USA.

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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.
Item Type:Conference or Workshop Item
Faculty:
Electrical Engineering, Mathematics and Computer Science (EEMCS)
Link to this item:http://purl.utwente.nl/publications/65455
Official URL:http://dx.doi.org/10.1109/CDC.2007.4434784
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