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An approximate dynamic programming approach to probabilistic reachability for stochastic hybrid systems

Author(s):

A. Abate, M. Prandini, J. Lygeros, S. Sastry
Conference/Journal:

IEEE Conference on Decision and Control, pp. 4018-4023, Cancun, Mexico
Abstract:

This paper addresses the computational overhead involved in probabilistic reachability computations for a general class of controlled stochastic hybrid systems. An approximate dynamic programming approach is proposed to mitigate the curse of dimensionality issue arising in the solution to the stochastic optimal control reformulation of the probabilistic reachability problem. An algorithm tailored to this problem is introduced and compared with the standard numerical solution to dynamic programming on a benchmark example.

Year:

2008
Type of Publication:

(01)Article
Supervisor:



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% Autogenerated BibTeX entry
@InProceedings { AbaEtal:2008:IFA_3238,
    author={A. Abate and M. Prandini and J. Lygeros and S. Sastry},
    title={{An approximate dynamic programming approach to
	  probabilistic reachability for stochastic hybrid systems}},
    booktitle={IEEE Conference on Decision and Control},
    pages={4018--4023},
    year={2008},
    address={},
    month=dec,
    url={http://control.ee.ethz.ch/index.cgi?page=publications;action=details;id=3238}
}
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