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Probabilistic-Constrained Optimal Control of a Class of Stochastic Hybrid Systems
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  • Probabilistic-Constrained Optimal Control of a Class of Stochastic Hybrid Systems
  • Probabilistic-Constrained Optimal Control of a Class of Stochastic Hybrid Systems
저자명
Kobayashi. Koichi,Matou. Koichiro,Hiraishi. Kunihiko
간행물명
International Journal of Control, Automation and Systems
권/호정보
2012년|10권 5호|pp.897-904 (8 pages)
발행정보
제어로봇시스템학회
파일정보
정기간행물|ENG|
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기타
이 논문은 한국과학기술정보연구원과 논문 연계를 통해 무료로 제공되는 원문입니다.
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기타언어초록

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.