Reachability Questions in Piecewise Deterministic Markov Processes

  • Manuela L. Bujorianu
  • John Lygeros
Conference paper

DOI: 10.1007/3-540-36580-X_12

Part of the Lecture Notes in Computer Science book series (LNCS, volume 2623)
Cite this paper as:
Bujorianu M.L., Lygeros J. (2003) Reachability Questions in Piecewise Deterministic Markov Processes. In: Maler O., Pnueli A. (eds) Hybrid Systems: Computation and Control. HSCC 2003. Lecture Notes in Computer Science, vol 2623. Springer, Berlin, Heidelberg

Abstract

We formulate a stochastic hybrid system model that allows us to capture a class of Markov processes known as piecewise deterministic Markov processes (PDMPs). For this class of stochastic processes we formulate a probabilistic reachability problem. Basic properties of PDMPs are reviewed and used to show that the reachability question is indeed well defined. Possible methods for computing the reach probability are then concerned.

Keywords

Hybrid systems reachability Markov processes hitting times 

Preview

Unable to display preview. Download preview PDF.

Unable to display preview. Download preview PDF.

Copyright information

© Springer-Verlag Berlin Heidelberg 2003

Authors and Affiliations

  • Manuela L. Bujorianu
    • 1
  • John Lygeros
    • 1
  1. 1.Department of EngineeringUniversity of CambridgeCambridgeUK

Personalised recommendations