- Conference Paper
In this paper, we give new characterizations of the stochastic reachability problem for stochastic hybrid systems in the language of different theories that can be employed in studying stochastic processes (Markov processes, potential theory, optimal control). These characterizations are further used to obtain the probabilities involved in the context of stochastic reachability as viscosity solutions of some variational inequalities. Show more
Book titleProceedings of the 46th IEEE Conference on Decision and Control
Pages / Article No.
SubjectMarkov processes; optimal stopping problem; reduite; stochastic hybrid systems; stochastic reachability
Organisational unit03751 - Lygeros, John / Lygeros, John
MoreShow all metadata