Maximizing the probability of attaining a target prior to extinction
dc.contributor.author
Chatterjee, Debasish
dc.contributor.author
Cinquemani, Eugenio
dc.contributor.author
Lygeros, John
dc.contributor.editor
Giua, Alessandro
dc.contributor.editor
Silva, Manuel
dc.contributor.editor
Zaytoon, Janan
dc.date.accessioned
2021-07-29T11:45:47Z
dc.date.available
2017-06-09T18:32:47Z
dc.date.available
2018-09-13T08:19:38Z
dc.date.available
2021-07-29T11:45:47Z
dc.date.issued
2011-05
dc.identifier.issn
1751-570X
dc.identifier.other
10.1016/j.nahs.2010.12.003
en_US
dc.identifier.uri
http://hdl.handle.net/20.500.11850/44526
dc.description.abstract
We present a dynamic programming-based solution to the problem of maximizing the probability of attaining a target set before hitting a cemetery set for a discrete-time Markov control process. Under mild hypotheses we establish that there exists a deterministic stationary policy that achieves the maximum value of this probability. We demonstrate how the maximization of this probability can be computed through the maximization of an expected total reward until the first hitting time to either the target or the cemetery set. Martingale characterizations of thrifty, equalizing, and optimal policies in the context of our problem are also established.
en_US
dc.language.iso
en
en_US
dc.publisher
Elsevier
en_US
dc.subject
Dynamic programming
en_US
dc.subject
Probability maximization
en_US
dc.subject
Markov control processes
en_US
dc.title
Maximizing the probability of attaining a target prior to extinction
en_US
dc.type
Conference Paper
dc.date.published
2011-01-12
ethz.book.title
Special Issue related to IFAC Conference on Analysis and Design of Hybrid Systems (ADHS'09)
en_US
ethz.journal.title
Nonlinear Analysis. Hybrid Systems
ethz.journal.volume
5
en_US
ethz.journal.issue
2
en_US
ethz.pages.start
367
en_US
ethz.pages.end
381
en_US
ethz.event
3rd IFAC Conference on Analysis and Design of Hybrid Systems (ADHS’09)
en_US
ethz.event.location
Zaragoza, Spain
en_US
ethz.event.date
September 16-18, 2009
en_US
ethz.identifier.nebis
005413640
ethz.publication.place
Amsterdam
en_US
ethz.publication.status
published
en_US
ethz.leitzahl
ETH Zürich::00002 - ETH Zürich::00012 - Lehre und Forschung::00007 - Departemente::02140 - Dep. Inf.technologie und Elektrotechnik / Dep. of Inform.Technol. Electrical Eng.::02650 - Institut für Automatik / Automatic Control Laboratory::03751 - Lygeros, John / Lygeros, John
en_US
ethz.leitzahl.certified
ETH Zürich::00002 - ETH Zürich::00012 - Lehre und Forschung::00007 - Departemente::02140 - Dep. Inf.technologie und Elektrotechnik / Dep. of Inform.Technol. Electrical Eng.::02650 - Institut für Automatik / Automatic Control Laboratory::03751 - Lygeros, John / Lygeros, John
ethz.date.deposited
2017-06-09T18:32:50Z
ethz.source
ECIT
ethz.identifier.importid
imp59364edc2e85219132
ethz.ecitpid
pub:73417
ethz.eth
yes
en_US
ethz.availability
Metadata only
en_US
ethz.rosetta.installDate
2017-07-12T21:39:39Z
ethz.rosetta.lastUpdated
2022-03-29T10:48:36Z
ethz.rosetta.versionExported
true
ethz.COinS
ctx_ver=Z39.88-2004&rft_val_fmt=info:ofi/fmt:kev:mtx:journal&rft.atitle=Maximizing%20the%20probability%20of%20attaining%20a%20target%20prior%20to%20extinction&rft.jtitle=Nonlinear%20Analysis.%20Hybrid%20Systems&rft.date=2011-05&rft.volume=5&rft.issue=2&rft.spage=367&rft.epage=381&rft.issn=1751-570X&rft.au=Chatterjee,%20Debasish&Cinquemani,%20Eugenio&Lygeros,%20John&rft.genre=proceeding&rft_id=info:doi/10.1016/j.nahs.2010.12.003&rft.btitle=Special%20Issue%20related%20to%20IFAC%20Conference%20on%20Analysis%20and%20Design%20of%20Hybrid%20Systems%20(ADHS'09)
Files in this item
| Files | Size | Format | Open in viewer |
|---|---|---|---|
|
There are no files associated with this item. |
|||
Publication type
-
Conference Paper [35891]