Ergodic Control of Switching Diffusions
SIAM Journal on Control and Optimization
Towars a Theory of Stochastic Hybrid Systems
HSCC '00 Proceedings of the Third International Workshop on Hybrid Systems: Computation and Control
Level Set Methods for Computation in Hybrid Systems
HSCC '00 Proceedings of the Third International Workshop on Hybrid Systems: Computation and Control
Hybrid Systems: Computation and Control: 9th International Workshop, HSCC 2006, Santa Barbara, CA, USA, March 29-31, 2006, Proceedings (Lecture Notes in Computer Science)
The Flexible, Extensible and Efficient Toolbox of Level Set Methods
Journal of Scientific Computing
Probabilistic reachability and safety for controlled discrete time stochastic hybrid systems
Automatica (Journal of IFAC)
Stochastic Optimal Control: The Discrete-Time Case
Stochastic Optimal Control: The Discrete-Time Case
On the connections between PCTL and dynamic programming
Proceedings of the 13th ACM international conference on Hybrid systems: computation and control
Computational approaches to reachability analysis of stochastic hybrid systems
HSCC'07 Proceedings of the 10th international conference on Hybrid systems: computation and control
Reachability questions in piecewise deterministic Markov processes
HSCC'03 Proceedings of the 6th international conference on Hybrid systems: computation and control
Verification of discrete time stochastic hybrid systems: A stochastic reach-avoid decision problem
Automatica (Journal of IFAC)
Reachability analysis for controlled discrete time stochastic hybrid systems
HSCC'06 Proceedings of the 9th international conference on Hybrid Systems: computation and control
On reachability and minimum cost optimal control
Automatica (Journal of IFAC)
A stochastic games framework for verification and control of discrete time stochastic hybrid systems
Automatica (Journal of IFAC)
Stochastic system controller synthesis for reachability specifications encoded by random sets
Automatica (Journal of IFAC)
| Hi-index | 0.00 |
We present a dynamic programming based solution to a stochastic reachability problem for a controlled discrete-time stochastic hybrid system. A sum-multiplicative cost function is introduced along with a corresponding dynamic recursion which quantifies the probability of hitting a target set at some point during a finite time horizon, while avoiding an obstacle set during each time step preceding the target hitting time. In contrast with earlier works which consider the reach and avoid sets as both deterministic and time invariant, we consider the avoid set to be both time-varying and probabilistic. Optimal reach-avoid control policies are derived as the solution to an optimal control problem via dynamic programming. A computational example motivated by aircraft motion planning is provided.