Probabilistic-constrained optimal control of a class of stochastic hybrid systems

  • Koichi Kobayashi
  • Koichiro Matou
  • Kunihiko Hiraishi
Article

Abstract

Stochastic hybrid systems have several applications such as biological systems and communication networks, but it is difficult to consider control of general stochastic hybrid systems. In this paper, a class of discrete-time stochastic hybrid systems, in which only discrete dynamics are stochastic, is considered. For this system, a solution method for the optimal control problem with probabilistic constraints is proposed. Probabilistic constraints guarantee that the probability that the continuous state reaches a given unsafe region is less than a given constant. In the propose method, first, continuous state regions, from which the state reaches a given unsafe region, are computed by a backward-reachability graph. Next, mixed integer quadratic programming problems with constraints derived from the backward-reachability graph are solved. The proposed method can be applied to model predictive control.

Keywords

Backward-reachability graphs optimal control probabilistic constraints stochastic hybrid systems 

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Copyright information

© Institute of Control, Robotics and Systems and The Korean Institute of Electrical Engineers and Springer-Verlag Berlin Heidelberg 2012

Authors and Affiliations

  • Koichi Kobayashi
    • 1
  • Koichiro Matou
    • 1
  • Kunihiko Hiraishi
    • 1
  1. 1.School of Information ScienceJapan Advanced Institute of Science and TechnologyNomi, IshikawaJapan

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