Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
721104 | IFAC Proceedings Volumes | 2009 | 6 Pages |
Abstract
A dynamic programming-based solution to the problem of maximizing the probability of attaining a target set before hitting a cemetery set for stochastic hybrid systems is presented in this article. Under mild hypotheses we establish that there exists a deterministic stationary policy that achieves the maximum value of the aforesaid probability. We demonstrate how this probability can be recast as the maximization of an expected total reward until the first hitting time to either the target or the cemetery set.
Keywords
Related Topics
Physical Sciences and Engineering
Engineering
Computational Mechanics
Authors
Debasish Chatterjee, Eugenio Cinquemani, John Lygeros,