New insights on stochastic reachability


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 (pp. pp. 6172-6177).

open access
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
Electrical Engineering, Mathematics and Computer Science (EEMCS)
Link to this item:
Official URL:
Export this item as:BibTeX
HTML Citation
Reference Manager


Repository Staff Only: item control page