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A Probabilistic Reach-Avoid Problem for Controlled Discrete Time Stochastic Hybrid Systems

Author(s):

S. Summers, J. Lygeros
Conference/Journal:

IFAC Conference on Analysis and Design of Hybrid Systems (ADHS), Zaragoza, Spain
Abstract:

In this paper we present a dynamic programming based solution to a probabilistic reach-avoid problem for a controlled discrete time stochastic hybrid system. Similar to recent results related to the problem of probabilistic safety and stochastic target hitting, we introduce a sum-multiplicative cost function and a dynamic recursion that quantifies the probability of hitting a target set while avoiding an unsafe set. Optimal and worst-case reach while avoid control policies are introduced as the solution to an optimal control problem via dynamic programming. A computational example is provided.

Year:

2009
Type of Publication:

(01)Article
Supervisor:

J. Lygeros

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% Autogenerated BibTeX entry
@InProceedings { SumLyg:2009:IFA_3347,
    author={S. Summers and J. Lygeros},
    title={{A Probabilistic Reach-Avoid Problem for Controlled Discrete
	  Time Stochastic Hybrid Systems}},
    booktitle={IFAC Conference on Analysis and Design of Hybrid Systems
	  (ADHS)},
    pages={},
    year={2009},
    address={Zaragoza, Spain},
    month=sep,
    url={http://control.ee.ethz.ch/index.cgi?page=publications;action=details;id=3347}
}
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