State constrained reachability for stochastic hybrid systems

Bujorianu, M.L. and Bujorianu, M.C. (2009) State constrained reachability for stochastic hybrid systems. In: Proceedings of Analysis and Design of Hybrid Systems. IFAC, Elsevier, Zaragoza, Spain.

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The stochastic hybrid systems constitute well established classes of realistic models of hybrid discrete/continuous dynamics subject to random perturbations, autonomous uncontrollable transitions, nondeterminism or uncertainty. Stochastic reachability analysis is a key factor in the verification and deployment of stochastic hybrid systems. The encouraging recent progress prompts us to rene the problem to cover more realistic situations. We extend the so called constrained reachability problem from the probabilistic discrete case to stochastic hybrid systems. Then we dene mathematically this problem, and we obtain the reach probabilities as solutions of a boundary value problem. The last problem is well studied and numerical, even symbolic solutions exist. This characterization is useful in stochastic control, in probabilistic path planning and for nano-systems.

Item Type: Book Section
Uncontrolled Keywords: stochastic hybrid systems,reachability,stochastic model checking,holistic modeling,interdisciplinary verification, Cicada
Subjects: MSC 2010, the AMS's Mathematics Subject Classification > 49 Calculus of variations and optimal control; optimization
MSC 2010, the AMS's Mathematics Subject Classification > 60 Probability theory and stochastic processes
Depositing User: Dr. Manuela Luminita BUJORIANU
Date Deposited: 13 Jun 2010
Last Modified: 20 Oct 2017 14:12

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