Probabilistic reachability and safety for controlled discrete time stochastic hybrid systems

@article{Abate2008ProbabilisticRA,
  title={Probabilistic reachability and safety for controlled discrete time stochastic hybrid systems},
  author={Alessandro Abate and Maria Prandini and John Lygeros and S. Shankar Sastry},
  journal={Automatica},
  year={2008},
  volume={44},
  pages={2724-2734}
}
In this work, probabilistic reachability over a finite horizon is investigated for a class of discrete time stochastic hybrid systems with control inputs. A suitable embedding of the reachability problem in a stochastic control framework reveals that it is amenable to two complementary interpretations, leading to dual algorithms for reachability computations. In particular, the set of initial conditions providing a certain probabilistic guarantee that the system will keep evolving within a… CONTINUE READING
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