Computational Approaches to Reachability Analysis of Stochastic Hybrid Systems
A. Abate, S. Amin, M. Prandini, J. Lygeros, S. Sastry

Citation
A. Abate, S. Amin, M. Prandini, J. Lygeros, S. Sastry. "Computational Approaches to Reachability Analysis of Stochastic Hybrid Systems". A. Bemporad A. Bicchi and G. Buttazzo (eds.), 4-17, 4416, Springer Verlag, 2007.

Abstract
This work investigates some of the computational issues involved in the solution of probabilistic reachability problems for discretetime, controlled stochastic hybrid systems. It is first argued that, under rather weak continuity assumptions on the stochastic kernels that characterize the dynamics of the system, the numerical solution of a discretized version of the probabilistic reachability problem is guaranteed to converge to the optimal one, as the discretization level decreases. With reference to a benchmark problem, it is then discussed how some of the structural properties of the hybrid system under study can be exploited to solve the probabilistic reachability problem more efficiently. Possible techniques that can increase the scale-up potential of the proposed numerical approximation scheme are suggested.

Electronic downloads

Internal. This publication has been marked by the author for Chess-only distribution, so electronic downloads are not available without logging in.

Citation formats

• HTML

  A. Abate, S. Amin, M. Prandini, J. Lygeros, S. Sastry. <a
  href="http://chess.eecs.berkeley.edu/pubs/209.html"
  ><i>Computational Approaches to Reachability
  Analysis of Stochastic Hybrid Systems</i></a>,
  A. Bemporad A. Bicchi and G. Buttazzo (eds.), 4-17, 4416,
  Springer Verlag, 2007.

• Plain text

  A. Abate, S. Amin, M. Prandini, J. Lygeros, S. Sastry.
  "Computational Approaches to Reachability Analysis of
  Stochastic Hybrid Systems". A. Bemporad A. Bicchi and
  G. Buttazzo (eds.), 4-17, 4416, Springer Verlag, 2007.

• BibTeX

  @inbook{AbateAminPrandiniLygerosSastry07_ComputationalApproachesToReachabilityAnalysisOfStochastic,
      author = {A. Abate and S. Amin and M. Prandini and J.
                Lygeros and S. Sastry},
      editor = {A. Bemporad A. Bicchi and G. Buttazzo},
      title = {Computational Approaches to Reachability Analysis
                of Stochastic Hybrid Systems},
      pages = {4-17},
      volume = {4416},
      publisher = {Springer Verlag},
      year = {2007},
      abstract = {This work investigates some of the computational
                issues involved in the solution of probabilistic
                reachability problems for discretetime, controlled
                stochastic hybrid systems. It is first argued
                that, under rather weak continuity assumptions on
                the stochastic kernels that characterize the
                dynamics of the system, the numerical solution of
                a discretized version of the probabilistic
                reachability problem is guaranteed to converge to
                the optimal one, as the discretization level
                decreases. With reference to a benchmark problem,
                it is then discussed how some of the structural
                properties of the hybrid system under study can be
                exploited to solve the probabilistic reachability
                problem more efficiently. Possible techniques that
                can increase the scale-up potential of the
                proposed numerical approximation scheme are
                suggested.},
      URL = {http://chess.eecs.berkeley.edu/pubs/209.html}
  }
  

Posted by Alessandro Abate on 24 Apr 2007.
Groups: chess
For additional information, see the Publications FAQ or contact webmaster at chess eecs berkeley edu.