Real and complex analysis, 3rd ed.
Real and complex analysis, 3rd ed.
Ergodic Control of Switching Diffusions
SIAM Journal on Control and Optimization
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
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)
A stochastic reach-avoid problem with random obstacles
Proceedings of the 14th international conference on Hybrid systems: computation and control
On reachability and minimum cost optimal control
Automatica (Journal of IFAC)
Hi-index | 22.14 |
We consider a reach-avoid specification for a stochastic hybrid dynamical system defined as reaching a goal set at some finite time, while avoiding an unsafe set at all previous times. In contrast with earlier works which consider the target and avoid sets as deterministic, we consider these sets to be probabilistic. An optimal control policy is derived which maximizes the reach-avoid probability. Special structure on the stochastic sets is exploited to make the computation tractable for large space dimensions.