Reachability Analysis of Stochastic Hybrid Systems by Optimal Control

  • Authors:
  • Manuela L. Bujorianu;John Lygeros;Rom Langerak

  • Affiliations:
  • EWI, University of Twente, Enschede NL, and CICADA, University of Manchester, UK;Automatic Control Laboratory, ETH Zurich, CH,;EWI, University of Twente, Enschede NL,

  • Venue:
  • HSCC '08 Proceedings of the 11th international workshop on Hybrid Systems: Computation and Control
  • Year:
  • 2008

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Abstract

For stochastic hybrid systems, the reachability analysis is an important and difficult problem. In this paper, we prove that, under natural assumptions, reachability analysis can be characterised as an optimal stopping problem. In this way, one can apply numerical methods from optimal control to solve the reachability verification problems.