Reachability questions in piecewise deterministic Markov processes

Authors:
Manuela L. Bujorianu;John Lygeros
Affiliations:
Department of Engineering, University of Cambridge, Cambridge, UK;Department of Engineering, University of Cambridge, Cambridge, UK
Venue:
HSCC'03 Proceedings of the 6th international conference on Hybrid systems: computation and control
Year:
2003

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Abstract

We formulate a stochastic hybrid system model that allows us to capture a class of Markov processes known as piecewise deterministic Markov processes (PDMPs). For this class of stochastic processes we formulate a probabilistic reachability problem. Basic properties of PDMPs are reviewed and used to show that the reachability question is indeed well defined. Possible methods for computing the reach probability are then concerned.