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Reachability analysis of stochastic hybrid systems by optimal control


M.L. Bujorianu, J. Lygeros, R. Langerak

Lecture Notes in Computer Science LNCS, vol. 4981, pp. 610-613, in Hybrid Systems: Computation and Control

For stochastic hybrid systems, the reachability analysis is an important and difficult problem. In this paper, we prove that, under natural assumptions, reachability analysis can be characterised as an optimal stopping problem. In this way, one can apply numerical methods from optimal control to solve the reachability verification problems.


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