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

@article{Abate2008AnAD,
  title={An approximate dynamic programming approach to probabilistic reachability for stochastic hybrid systems},
  author={Alessandro Abate and Maria Prandini and John Lygeros and S. Shankar Sastry},
  journal={2008 47th IEEE Conference on Decision and Control},
  year={2008},
  pages={4018-4023}
}
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… CONTINUE READING

References

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Stochastic reachability: Theory and numerical approximation

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1 Excerpt

editors

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  • Stochastic hybrid systems. Automation and Control…
  • 2006

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