NDLI: Probabilistic Reach-Avoid Computation for Partially Degenerate Stochastic Processes

Content Provider	IEEE Xplore Digital Library
Author	Soudjani, S.E.Z. Abate, A.
Copyright Year	1963
Abstract	This work is concerned with the computation of probabilistic reach-avoid properties over a finite horizon for partially degenerate stochastic (that is, mixed deterministic-stochastic) processes evolving in discrete time over a continuous state-space. The models of interest consist of two fully coupled dynamical parts: the first part is described by deterministic maps (vector fields), whereas the second depends on probabilistic dynamics that are characterized by stochastic kernels. In contrast with a fully probabilistic approach (which is possible since the two dynamical components are coupled), this work shows that the probabilistic reach-avoid problem can be characterized-and thus computed-in two sequential steps: the first is a simple deterministic reachability analysis, which is then followed by a probabilistic reach-avoid problem depending on the outcome of the first step. This characterization leads to implementation advantages over a fully probabilistic approach and allows synthesizing a computational algorithm with explicit error bounds.
Sponsorship	IEEE Control Systems Society
Starting Page	528
Ending Page	534
Page Count	7
File Size	1645210
File Format	PDF
ISSN	00189286
Volume Number	59
Issue Number	2
Language	English
Publisher	Institute of Electrical and Electronics Engineers, Inc. (IEEE)
Publisher Date	2014-01-01
Publisher Place	U.S.A.
Access Restriction	One Nation One Subscription (ONOS)
Rights Holder	Institute of Electrical and Electronics Engineers, Inc. (IEEE)
Subject Keyword	Probabilistic logic Stochastic processes Computational modeling Vectors Approximation methods Kernel Reachability analysis reach-avoid problem Constrained reachability finite approximations formal abstractions mixed deterministic-stochastic dynamics partially degenerate stochastic processes
Content Type	Text
Resource Type	Article
Subject	Control and Systems Engineering Electrical and Electronic Engineering Computer Science Applications

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